| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 16450.509559 |
| Total Return [%] | 64.505096 |
| Max Gross Exposure [%] | 171.486329 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 13.739556 |
| Max Drawdown Duration | 156 days 00:00:00 |
| Profit Factor | 1.945489 |
| Expectancy | 11.471357 |
| Sharpe Ratio | 1.784581 |
| Calmar Ratio | 3.340458 |
| Omega Ratio | 1.305835 |
| Sortino Ratio | 2.71159 |
| Skew | 0.005065 |
| Kurtosis | 4.566886 |
| Tail Ratio | 1.078982 |
| Common Sense Ratio | 1.574197 |
| Value at Risk | -0.016463 |
| Alpha | 0.493673 |
| Beta | 0.005506 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, APO) | 111.678729 | 2023-01-06 | 61.373074 | 0.0 | 2023-01-18 | 64.858981 | 0.0 | 389.301689 | 0.056799 | Long | Closed |
| 1 | 1 | (entries/exits, APO) | 125.335600 | 2023-01-18 | 64.912903 | 0.0 | 2023-02-09 | 65.722752 | 0.0 | -101.502917 | -0.012476 | Short | Closed |
| 2 | 2 | (entries/exits, APO) | 132.476925 | 2023-02-09 | 64.159027 | 0.0 | 2023-04-04 | 59.872253 | 0.0 | -567.898610 | -0.066815 | Long | Closed |
| 3 | 3 | (entries/exits, APO) | 132.336095 | 2023-04-04 | 59.645603 | 0.0 | 2023-05-01 | 61.102788 | 0.0 | -192.838166 | -0.024431 | Short | Closed |
| 4 | 4 | (entries/exits, APO) | 127.356494 | 2023-05-01 | 61.636220 | 0.0 | 2023-07-27 | 75.467465 | 0.0 | 1761.498958 | 0.224401 | Long | Closed |
| 5 | 5 | (entries/exits, APO) | 97.542825 | 2023-07-27 | 77.922549 | 0.0 | 2023-08-01 | 79.121396 | 0.0 | -116.938927 | -0.015385 | Short | Closed |
| 6 | 6 | (entries/exits, APO) | 102.529185 | 2023-08-01 | 79.166965 | 0.0 | 2023-09-13 | 87.393214 | 0.0 | 843.430618 | 0.103910 | Long | Closed |
| 7 | 7 | (entries/exits, APO) | 111.967017 | 2023-09-13 | 87.652105 | 0.0 | 2023-10-12 | 85.738953 | 0.0 | 214.209944 | 0.021827 | Short | Closed |
| 8 | 8 | (entries/exits, APO) | 98.843782 | 2023-10-12 | 85.359083 | 0.0 | 2023-10-18 | 84.687834 | 0.0 | -66.348794 | -0.007864 | Long | Closed |
| 9 | 9 | (entries/exits, APO) | 116.737550 | 2023-10-18 | 83.971450 | 0.0 | 2023-10-31 | 75.296219 | 0.0 | 1012.725105 | 0.103312 | Short | Closed |
| 10 | 10 | (entries/exits, APO) | 145.545865 | 2023-10-31 | 78.966574 | 0.0 | 2024-04-19 | 102.663735 | 0.0 | 3449.023791 | 0.300091 | Long | Closed |
| 11 | 11 | (entries/exits, APO) | 100.587157 | 2024-04-19 | 105.520680 | 0.0 | 2024-04-26 | 109.874467 | 0.0 | -437.935109 | -0.041260 | Short | Closed |
| 12 | 12 | (entries/exits, APO) | 99.664623 | 2024-04-26 | 109.807338 | 0.0 | 2024-06-03 | 114.322614 | 0.0 | 450.013318 | 0.041120 | Long | Closed |
| 13 | 13 | (entries/exits, APO) | 169.086022 | 2024-06-03 | 111.677003 | 0.0 | 2024-09-13 | 112.797279 | 0.0 | -189.423125 | -0.010031 | Short | Closed |
| 14 | 14 | (entries/exits, APO) | 93.206678 | 2024-09-13 | 113.643335 | 0.0 | 2024-10-30 | 142.299911 | 0.0 | 2670.984271 | 0.252162 | Long | Closed |
| 15 | 15 | (entries/exits, APO) | 89.576258 | 2024-10-30 | 144.147434 | 0.0 | 2024-11-08 | 158.830208 | 0.0 | -1315.227948 | -0.101859 | Short | Closed |
| 16 | 16 | (entries/exits, APO) | 70.773337 | 2024-11-08 | 159.976978 | 0.0 | 2024-11-20 | 161.341028 | 0.0 | 96.538380 | 0.008527 | Long | Open |
| 17 | 17 | (entries/exits stock two, ETN) | 21.826945 | 2023-01-06 | 154.787997 | 0.0 | 2023-01-18 | 151.415242 | 0.0 | 73.616942 | 0.021790 | Short | Closed |
| 18 | 18 | (entries/exits stock two, ETN) | 24.374667 | 2023-01-18 | 151.232115 | 0.0 | 2023-02-09 | 159.641645 | 0.0 | 204.979498 | 0.055607 | Long | Closed |
| 19 | 19 | (entries/exits stock two, ETN) | 24.545759 | 2023-02-09 | 160.422000 | 0.0 | 2023-04-04 | 158.337028 | 0.0 | 51.177219 | 0.012997 | Short | Closed |
| 20 | 20 | (entries/exits stock two, ETN) | 22.417102 | 2023-04-04 | 156.476444 | 0.0 | 2023-05-01 | 162.238221 | 0.0 | 129.162341 | 0.036822 | Long | Closed |
| 21 | 21 | (entries/exits stock two, ETN) | 27.080403 | 2023-05-01 | 167.499010 | 0.0 | 2023-07-27 | 191.004163 | 0.0 | -636.529000 | -0.140330 | Short | Closed |
| 22 | 22 | (entries/exits stock two, ETN) | 18.102607 | 2023-07-27 | 196.072601 | 0.0 | 2023-08-01 | 212.190007 | 0.0 | 291.767077 | 0.082201 | Long | Closed |
| 23 | 23 | (entries/exits stock two, ETN) | 20.675304 | 2023-08-01 | 213.353133 | 0.0 | 2023-09-13 | 216.363312 | 0.0 | -62.236355 | -0.014109 | Short | Closed |
| 24 | 24 | (entries/exits stock two, ETN) | 20.713000 | 2023-09-13 | 214.249735 | 0.0 | 2023-10-12 | 211.366324 | 0.0 | -59.724089 | -0.013458 | Long | Closed |
| 25 | 25 | (entries/exits stock two, ETN) | 19.517627 | 2023-10-12 | 211.342288 | 0.0 | 2023-10-18 | 197.344225 | 0.0 | 273.208970 | 0.066234 | Short | Closed |
| 26 | 26 | (entries/exits stock two, ETN) | 22.523534 | 2023-10-18 | 196.540636 | 0.0 | 2023-10-31 | 202.146108 | 0.0 | 126.255045 | 0.028521 | Long | Closed |
| 27 | 27 | (entries/exits stock two, ETN) | 30.835229 | 2023-10-31 | 217.548028 | 0.0 | 2024-04-19 | 279.115044 | 0.0 | -1898.433059 | -0.283004 | Short | Closed |
| 28 | 28 | (entries/exits stock two, ETN) | 16.379242 | 2024-04-19 | 297.370624 | 0.0 | 2024-04-26 | 317.313597 | 0.0 | 326.650792 | 0.067064 | Long | Closed |
| 29 | 29 | (entries/exits stock two, ETN) | 17.068406 | 2024-04-26 | 318.350537 | 0.0 | 2024-06-03 | 319.719227 | 0.0 | -23.361357 | -0.004299 | Short | Closed |
| 30 | 30 | (entries/exits stock two, ETN) | 27.768003 | 2024-06-03 | 307.429001 | 0.0 | 2024-09-13 | 302.547276 | 0.0 | -135.555760 | -0.015879 | Long | Closed |
| 31 | 31 | (entries/exits stock two, ETN) | 18.951867 | 2024-09-13 | 305.913751 | 0.0 | 2024-10-30 | 336.865892 | 0.0 | -586.600875 | -0.101179 | Short | Closed |
| 32 | 32 | (entries/exits stock two, ETN) | 17.290794 | 2024-10-30 | 338.099876 | 0.0 | 2024-11-08 | 360.585812 | 0.0 | 388.799678 | 0.066507 | Long | Closed |
| 33 | 33 | (entries/exits stock two, ETN) | 14.978650 | 2024-11-08 | 362.746214 | 0.0 | 2024-11-20 | 356.889877 | 0.0 | 87.720017 | 0.016144 | Short | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 23427.842433 |
| Total Return [%] | 134.278424 |
| Max Gross Exposure [%] | 171.000481 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 11.503975 |
| Max Drawdown Duration | 156 days 00:00:00 |
| Profit Factor | 3.005505 |
| Expectancy | 24.399392 |
| Sharpe Ratio | 2.870049 |
| Calmar Ratio | 7.892455 |
| Omega Ratio | 1.550343 |
| Sortino Ratio | 4.754411 |
| Skew | 0.343381 |
| Kurtosis | 6.183552 |
| Tail Ratio | 1.405917 |
| Common Sense Ratio | 2.682414 |
| Value at Risk | -0.014624 |
| Alpha | 1.133709 |
| Beta | -0.385498 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, APO) | 117.552989 | 2023-05-25 | 62.701875 | 0.0 | 2023-07-27 | 76.837237 | 0.0 | 1661.654013 | 0.225438 | Long | Closed |
| 1 | 1 | (entries/exits, APO) | 98.449001 | 2023-07-27 | 77.922541 | 0.0 | 2023-08-01 | 79.121393 | 0.0 | -118.025823 | -0.015385 | Short | Closed |
| 2 | 2 | (entries/exits, APO) | 103.455968 | 2023-08-01 | 79.166852 | 0.0 | 2023-09-13 | 87.394792 | 0.0 | 851.229478 | 0.103932 | Long | Closed |
| 3 | 3 | (entries/exits, APO) | 113.025747 | 2023-09-13 | 87.651976 | 0.0 | 2023-10-12 | 85.739225 | 0.0 | 216.190172 | 0.021822 | Short | Closed |
| 4 | 4 | (entries/exits, APO) | 99.765111 | 2023-10-12 | 85.359099 | 0.0 | 2023-10-18 | 84.687825 | 0.0 | -66.969724 | -0.007864 | Long | Closed |
| 5 | 5 | (entries/exits, APO) | 117.839019 | 2023-10-18 | 83.970859 | 0.0 | 2023-10-31 | 75.296478 | 0.0 | 1022.180546 | 0.103302 | Short | Closed |
| 6 | 6 | (entries/exits, APO) | 146.852468 | 2023-10-31 | 78.958752 | 0.0 | 2024-04-19 | 102.670698 | 0.0 | 3482.157827 | 0.300308 | Long | Closed |
| 7 | 7 | (entries/exits, APO) | 101.603309 | 2024-04-19 | 105.520672 | 0.0 | 2024-04-26 | 109.874459 | 0.0 | -442.359172 | -0.041260 | Short | Closed |
| 8 | 8 | (entries/exits, APO) | 100.639585 | 2024-04-26 | 109.807543 | 0.0 | 2024-06-03 | 114.323350 | 0.0 | 454.469005 | 0.041125 | Long | Closed |
| 9 | 9 | (entries/exits, APO) | 170.864304 | 2024-06-03 | 111.675802 | 0.0 | 2024-09-13 | 112.796951 | 0.0 | -191.564273 | -0.010039 | Short | Closed |
| 10 | 10 | (entries/exits, APO) | 94.136887 | 2024-09-13 | 113.641389 | 0.0 | 2024-10-30 | 142.304821 | 0.0 | 2698.286178 | 0.252227 | Long | Closed |
| 11 | 11 | (entries/exits, APO) | 90.515277 | 2024-10-30 | 144.147274 | 0.0 | 2024-11-08 | 158.829399 | 0.0 | -1328.956673 | -0.101855 | Short | Closed |
| 12 | 12 | (entries/exits, APO) | 72.784869 | 2024-11-08 | 160.188059 | 0.0 | 2024-12-06 | 175.527431 | 0.0 | 1116.474250 | 0.095759 | Long | Closed |
| 13 | 13 | (entries/exits, APO) | 88.851153 | 2024-12-06 | 173.753670 | 0.0 | 2025-01-08 | 161.968228 | 0.0 | 1047.150054 | 0.067828 | Short | Closed |
| 14 | 14 | (entries/exits, APO) | 78.455050 | 2025-01-08 | 160.235721 | 0.0 | 2025-01-27 | 165.545396 | 0.0 | 416.570770 | 0.033137 | Long | Closed |
| 15 | 15 | (entries/exits, APO) | 136.458837 | 2025-01-27 | 156.320071 | 0.0 | 2025-03-12 | 136.340046 | 0.0 | 2726.451064 | 0.127815 | Short | Closed |
| 16 | 16 | (entries/exits, APO) | 115.768507 | 2025-03-12 | 134.054970 | 0.0 | 2025-03-27 | 140.954858 | 0.0 | 798.789728 | 0.051471 | Long | Closed |
| 17 | 17 | (entries/exits, APO) | 180.722846 | 2025-03-27 | 131.594417 | 0.0 | 2025-04-17 | 125.933811 | 0.0 | 1023.000751 | 0.043016 | Short | Open |
| 18 | 18 | (entries/exits stock two, ETN) | 23.765190 | 2023-05-25 | 174.779474 | 0.0 | 2023-07-27 | 194.286489 | 0.0 | -463.587926 | -0.111609 | Short | Closed |
| 19 | 19 | (entries/exits stock two, ETN) | 18.188221 | 2023-07-27 | 196.072601 | 0.0 | 2023-08-01 | 212.189606 | 0.0 | 293.139632 | 0.082199 | Long | Closed |
| 20 | 20 | (entries/exits stock two, ETN) | 20.772497 | 2023-08-01 | 213.353491 | 0.0 | 2023-09-13 | 216.362683 | 0.0 | -62.508438 | -0.014104 | Short | Closed |
| 21 | 21 | (entries/exits stock two, ETN) | 20.815709 | 2023-09-13 | 214.247928 | 0.0 | 2023-10-12 | 211.365739 | 0.0 | -59.994806 | -0.013453 | Long | Closed |
| 22 | 22 | (entries/exits stock two, ETN) | 19.610567 | 2023-10-12 | 211.342595 | 0.0 | 2023-10-18 | 197.344128 | 0.0 | 274.517893 | 0.066236 | Short | Closed |
| 23 | 23 | (entries/exits stock two, ETN) | 22.633407 | 2023-10-18 | 196.539814 | 0.0 | 2023-10-31 | 202.145603 | 0.0 | 126.878104 | 0.028522 | Long | Closed |
| 24 | 24 | (entries/exits stock two, ETN) | 30.990502 | 2023-10-31 | 217.550813 | 0.0 | 2024-04-19 | 279.128277 | 0.0 | -1908.316557 | -0.283049 | Short | Closed |
| 25 | 25 | (entries/exits stock two, ETN) | 16.469986 | 2024-04-19 | 297.370774 | 0.0 | 2024-04-26 | 317.312435 | 0.0 | 328.438871 | 0.067060 | Long | Closed |
| 26 | 26 | (entries/exits stock two, ETN) | 17.160266 | 2024-04-26 | 318.350804 | 0.0 | 2024-06-03 | 319.718245 | 0.0 | -23.465647 | -0.004295 | Short | Closed |
| 27 | 27 | (entries/exits stock two, ETN) | 27.937936 | 2024-06-03 | 307.418993 | 0.0 | 2024-09-13 | 302.547380 | 0.0 | -136.102831 | -0.015847 | Long | Closed |
| 28 | 28 | (entries/exits stock two, ETN) | 19.057794 | 2024-09-13 | 305.915920 | 0.0 | 2024-10-30 | 336.867873 | 0.0 | -589.875940 | -0.101178 | Short | Closed |
| 29 | 29 | (entries/exits stock two, ETN) | 17.393064 | 2024-10-30 | 338.099376 | 0.0 | 2024-11-08 | 360.582403 | 0.0 | 391.048725 | 0.066498 | Long | Closed |
| 30 | 30 | (entries/exits stock two, ETN) | 16.113745 | 2024-11-08 | 363.221123 | 0.0 | 2024-12-06 | 367.504044 | 0.0 | -69.013885 | -0.011791 | Short | Closed |
| 31 | 31 | (entries/exits stock two, ETN) | 18.842935 | 2024-12-06 | 362.088465 | 0.0 | 2025-01-08 | 341.702150 | 0.0 | -384.138001 | -0.056302 | Long | Closed |
| 32 | 32 | (entries/exits stock two, ETN) | 17.842061 | 2025-01-08 | 341.966040 | 0.0 | 2025-01-27 | 313.193416 | 0.0 | 513.362914 | 0.084139 | Short | Closed |
| 33 | 33 | (entries/exits stock two, ETN) | 29.687915 | 2025-01-27 | 302.139404 | 0.0 | 2025-03-12 | 291.464731 | 0.0 | -316.908785 | -0.035330 | Long | Closed |
| 34 | 34 | (entries/exits stock two, ETN) | 26.406204 | 2025-03-12 | 289.871409 | 0.0 | 2025-03-27 | 279.656418 | 0.0 | 269.739140 | 0.035240 | Short | Closed |
| 35 | 35 | (entries/exits stock two, ETN) | 37.587478 | 2025-03-27 | 272.346549 | 0.0 | 2025-04-17 | 269.098175 | 0.0 | -122.098203 | -0.011927 | Long | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 20212.213254 |
| Total Return [%] | 102.122133 |
| Max Gross Exposure [%] | 153.338755 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 15.884604 |
| Max Drawdown Duration | 116 days 00:00:00 |
| Profit Factor | 2.681067 |
| Expectancy | 18.787191 |
| Sharpe Ratio | 2.096675 |
| Calmar Ratio | 4.442866 |
| Omega Ratio | 1.381836 |
| Sortino Ratio | 3.330968 |
| Skew | 0.253155 |
| Kurtosis | 6.627636 |
| Tail Ratio | 1.209682 |
| Common Sense Ratio | 2.063394 |
| Value at Risk | -0.018417 |
| Alpha | 1.038058 |
| Beta | -0.402154 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, APO) | 86.944723 | 2023-10-12 | 85.359965 | 0.0 | 2023-10-18 | 84.687378 | 0.0 | -58.477914 | -0.007879 | Long | Closed |
| 1 | 1 | (entries/exits, APO) | 103.307195 | 2023-10-18 | 83.939985 | 0.0 | 2023-10-31 | 75.310002 | 0.0 | 891.539346 | 0.102811 | Short | Closed |
| 2 | 2 | (entries/exits, APO) | 125.589897 | 2023-10-31 | 78.521568 | 0.0 | 2024-04-19 | 103.046129 | 0.0 | 3080.037163 | 0.312329 | Long | Closed |
| 3 | 3 | (entries/exits, APO) | 92.210176 | 2024-04-19 | 105.520255 | 0.0 | 2024-04-26 | 109.874012 | 0.0 | -401.460701 | -0.041260 | Short | Closed |
| 4 | 4 | (entries/exits, APO) | 89.820610 | 2024-04-26 | 109.818364 | 0.0 | 2024-06-03 | 114.362398 | 0.0 | 408.147889 | 0.041378 | Long | Closed |
| 5 | 5 | (entries/exits, APO) | 158.489758 | 2024-06-03 | 111.615733 | 0.0 | 2024-09-13 | 112.780759 | 0.0 | -184.644697 | -0.010438 | Short | Closed |
| 6 | 6 | (entries/exits, APO) | 84.868407 | 2024-09-13 | 113.536939 | 0.0 | 2024-10-30 | 142.565355 | 0.0 | 2463.595408 | 0.255674 | Long | Closed |
| 7 | 7 | (entries/exits, APO) | 83.769793 | 2024-10-30 | 144.138748 | 0.0 | 2024-11-08 | 158.786848 | 0.0 | -1227.068272 | -0.101625 | Short | Closed |
| 8 | 8 | (entries/exits, APO) | 65.969884 | 2024-11-08 | 160.147640 | 0.0 | 2024-12-06 | 175.612400 | 0.0 | 1020.208430 | 0.096566 | Long | Closed |
| 9 | 9 | (entries/exits, APO) | 82.619905 | 2024-12-06 | 173.664655 | 0.0 | 2025-01-08 | 162.015415 | 0.0 | 962.459052 | 0.067079 | Short | Closed |
| 10 | 10 | (entries/exits, APO) | 72.321491 | 2025-01-08 | 160.255392 | 0.0 | 2025-01-27 | 165.552218 | 0.0 | 383.074346 | 0.033052 | Long | Closed |
| 11 | 11 | (entries/exits, APO) | 128.882010 | 2025-01-27 | 155.986331 | 0.0 | 2025-03-12 | 136.399004 | 0.0 | 2524.454135 | 0.125571 | Short | Closed |
| 12 | 12 | (entries/exits, APO) | 107.140796 | 2025-03-12 | 134.039718 | 0.0 | 2025-03-27 | 140.964079 | 0.0 | 741.881533 | 0.051659 | Long | Closed |
| 13 | 13 | (entries/exits, APO) | 184.298710 | 2025-03-27 | 130.498202 | 0.0 | 2025-04-24 | 130.045594 | 0.0 | 83.415115 | 0.003468 | Short | Closed |
| 14 | 14 | (entries/exits, APO) | 134.835060 | 2025-04-24 | 133.288308 | 0.0 | 2025-09-02 | 136.944399 | 0.0 | 492.969194 | 0.027430 | Long | Closed |
| 15 | 15 | (entries/exits, APO) | 113.590304 | 2025-09-02 | 135.545043 | 0.0 | 2025-09-10 | 133.694534 | 0.0 | 210.199847 | 0.013652 | Short | Closed |
| 16 | 16 | (entries/exits, APO) | 108.667887 | 2025-09-10 | 133.654098 | 0.0 | 2025-09-11 | 136.399994 | 0.0 | 298.390701 | 0.020545 | Long | Open |
| 17 | 17 | (entries/exits stock two, ETN) | 13.306858 | 2023-10-12 | 211.358772 | 0.0 | 2023-10-18 | 197.339021 | 0.0 | 186.558837 | 0.066332 | Short | Closed |
| 18 | 18 | (entries/exits stock two, ETN) | 15.451342 | 2023-10-18 | 196.496863 | 0.0 | 2023-10-31 | 202.119133 | 0.0 | 86.871625 | 0.028613 | Long | Closed |
| 19 | 19 | (entries/exits stock two, ETN) | 21.366887 | 2023-10-31 | 217.728829 | 0.0 | 2024-04-19 | 279.756276 | 0.0 | -1325.333454 | -0.284884 | Short | Closed |
| 20 | 20 | (entries/exits stock two, ETN) | 11.638530 | 2024-04-19 | 297.378598 | 0.0 | 2024-04-26 | 317.251443 | 0.0 | 231.290709 | 0.066827 | Long | Closed |
| 21 | 21 | (entries/exits stock two, ETN) | 12.032656 | 2024-04-26 | 318.372484 | 0.0 | 2024-06-03 | 319.673430 | 0.0 | -15.653844 | -0.004086 | Short | Closed |
| 22 | 22 | (entries/exits stock two, ETN) | 20.337005 | 2024-06-03 | 306.909509 | 0.0 | 2024-09-13 | 302.551134 | 0.0 | -88.636306 | -0.014201 | Long | Closed |
| 23 | 23 | (entries/exits stock two, ETN) | 13.502364 | 2024-09-13 | 306.036440 | 0.0 | 2024-10-30 | 336.971020 | 0.0 | -417.689968 | -0.101081 | Short | Closed |
| 24 | 24 | (entries/exits stock two, ETN) | 12.530713 | 2024-10-30 | 338.073007 | 0.0 | 2024-11-08 | 360.403603 | 0.0 | 279.818289 | 0.066053 | Long | Closed |
| 25 | 25 | (entries/exits stock two, ETN) | 11.448367 | 2024-11-08 | 363.251196 | 0.0 | 2024-12-06 | 367.476684 | 0.0 | -48.374944 | -0.011632 | Short | Closed |
| 26 | 26 | (entries/exits stock two, ETN) | 13.662722 | 2024-12-06 | 361.741008 | 0.0 | 2025-01-08 | 341.702889 | 0.0 | -273.775261 | -0.055394 | Long | Closed |
| 27 | 27 | (entries/exits stock two, ETN) | 12.894826 | 2025-01-08 | 341.970560 | 0.0 | 2025-01-27 | 313.044893 | 0.0 | 372.991432 | 0.084585 | Short | Closed |
| 28 | 28 | (entries/exits stock two, ETN) | 21.903295 | 2025-01-27 | 301.772518 | 0.0 | 2025-03-12 | 291.517129 | 0.0 | -224.626805 | -0.033984 | Long | Closed |
| 29 | 29 | (entries/exits stock two, ETN) | 19.134783 | 2025-03-12 | 289.933941 | 0.0 | 2025-03-27 | 279.566157 | 0.0 | 198.385307 | 0.035759 | Short | Closed |
| 30 | 30 | (entries/exits stock two, ETN) | 29.409657 | 2025-03-27 | 271.305964 | 0.0 | 2025-04-24 | 281.920887 | 0.0 | 312.181247 | 0.039125 | Long | Closed |
| 31 | 31 | (entries/exits stock two, ETN) | 25.697860 | 2025-04-24 | 301.272143 | 0.0 | 2025-09-02 | 342.583280 | 0.0 | -1061.607825 | -0.137122 | Short | Closed |
| 32 | 32 | (entries/exits stock two, ETN) | 15.606543 | 2025-09-02 | 343.827664 | 0.0 | 2025-09-10 | 361.726146 | 0.0 | 279.333427 | 0.052057 | Long | Closed |
| 33 | 33 | (entries/exits stock two, ETN) | 14.968658 | 2025-09-10 | 362.201768 | 0.0 | 2025-09-11 | 360.079987 | 0.0 | 31.760215 | 0.005858 | Short | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 14055.362069 |
| Total Return [%] | 40.553621 |
| Max Gross Exposure [%] | 12839.676408 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 12.22495 |
| Max Drawdown Duration | 259 days 00:00:00 |
| Profit Factor | 1.996228 |
| Expectancy | 6.749503 |
| Sharpe Ratio | 1.496267 |
| Calmar Ratio | 2.411099 |
| Omega Ratio | 1.259253 |
| Sortino Ratio | 2.51721 |
| Skew | 1.545863 |
| Kurtosis | 10.789329 |
| Tail Ratio | 1.05286 |
| Common Sense Ratio | 1.363196 |
| Value at Risk | -0.013483 |
| Alpha | 0.290219 |
| Beta | 0.057278 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, CHRW) | 65.803477 | 2023-01-18 | 88.014082 | 0.0 | 2023-03-14 | 92.387872 | 0.0 | -287.810566 | -0.049694 | Short | Closed |
| 1 | 1 | (entries/exits, CHRW) | 56.453290 | 2023-03-14 | 91.271701 | 0.0 | 2023-04-28 | 93.932219 | 0.0 | 150.194970 | 0.029149 | Long | Closed |
| 2 | 2 | (entries/exits, CHRW) | 56.011910 | 2023-04-28 | 94.393512 | 0.0 | 2023-05-31 | 89.741821 | 0.0 | 260.550115 | 0.049280 | Short | Closed |
| 3 | 3 | (entries/exits, CHRW) | 55.100200 | 2023-05-31 | 88.353463 | 0.0 | 2023-07-03 | 89.927935 | 0.0 | 86.753709 | 0.017820 | Long | Closed |
| 4 | 4 | (entries/exits, CHRW) | 60.218516 | 2023-07-03 | 90.217385 | 0.0 | 2023-08-22 | 88.452820 | 0.0 | 106.259512 | 0.019559 | Short | Closed |
| 5 | 5 | (entries/exits, CHRW) | 55.171014 | 2023-08-22 | 87.102456 | 0.0 | 2023-09-28 | 82.861502 | 0.0 | -233.977712 | -0.048689 | Long | Closed |
| 6 | 6 | (entries/exits, CHRW) | 56.847103 | 2023-09-28 | 82.545984 | 0.0 | 2023-10-13 | 79.787649 | 0.0 | 156.803347 | 0.033416 | Short | Closed |
| 7 | 7 | (entries/exits, CHRW) | 63.624801 | 2023-10-13 | 79.426346 | 0.0 | 2023-12-04 | 81.524774 | 0.0 | 133.512057 | 0.026420 | Long | Closed |
| 8 | 8 | (entries/exits, CHRW) | 65.602494 | 2023-12-04 | 81.913889 | 0.0 | 2024-02-01 | 72.483379 | 0.0 | 618.665031 | 0.115127 | Short | Closed |
| 9 | 9 | (entries/exits, CHRW) | 73.258915 | 2024-02-01 | 70.223942 | 0.0 | 2024-03-12 | 72.722162 | 0.0 | 183.016854 | 0.035575 | Long | Closed |
| 10 | 10 | (entries/exits, CHRW) | 74.149267 | 2024-03-12 | 72.707625 | 0.0 | 2024-04-02 | 69.804606 | 0.0 | 215.256712 | 0.039927 | Short | Closed |
| 11 | 11 | (entries/exits, CHRW) | 78.995031 | 2024-04-02 | 69.450190 | 0.0 | 2024-05-02 | 76.995363 | 0.0 | 596.031169 | 0.108642 | Long | Closed |
| 12 | 12 | (entries/exits, CHRW) | 87.460029 | 2024-05-02 | 78.895557 | 0.0 | 2024-07-10 | 82.853449 | 0.0 | -346.157361 | -0.050166 | Short | Closed |
| 13 | 13 | (entries/exits, CHRW) | 62.331369 | 2024-07-10 | 82.999881 | 0.0 | 2024-08-01 | 98.104911 | 0.0 | 941.517256 | 0.181989 | Long | Closed |
| 14 | 14 | (entries/exits, CHRW) | 63.531983 | 2024-08-01 | 98.807624 | 0.0 | 2024-09-12 | 97.249913 | 0.0 | 98.964428 | 0.015765 | Short | Closed |
| 15 | 15 | (entries/exits, CHRW) | 55.731725 | 2024-09-12 | 97.144697 | 0.0 | 2024-09-23 | 103.802318 | 0.0 | 371.040729 | 0.068533 | Long | Closed |
| 16 | 16 | (entries/exits, CHRW) | 60.070201 | 2024-09-23 | 104.141544 | 0.0 | 2024-10-23 | 105.494315 | 0.0 | -81.261179 | -0.012990 | Short | Closed |
| 17 | 17 | (entries/exits, CHRW) | 54.001226 | 2024-10-23 | 105.337407 | 0.0 | 2024-10-30 | 107.080987 | 0.0 | 94.155454 | 0.016552 | Long | Closed |
| 18 | 18 | (entries/exits, CHRW) | 53.376284 | 2024-10-30 | 107.086006 | 0.0 | 2024-10-31 | 100.639748 | 0.0 | 344.077329 | 0.060197 | Short | Closed |
| 19 | 19 | (entries/exits, CHRW) | 60.741796 | 2024-10-31 | 100.617524 | 0.0 | 2024-11-07 | 105.335689 | 0.0 | 286.589767 | 0.046892 | Long | Closed |
| 20 | 20 | (entries/exits, CHRW) | 64.083153 | 2024-11-07 | 105.512381 | 0.0 | 2024-11-20 | 106.575891 | 0.0 | -68.153127 | -0.010079 | Short | Open |
| 21 | 21 | (entries/exits stock two, LNT) | 124.805289 | 2023-01-18 | 48.716704 | 0.0 | 2023-03-14 | 47.892638 | 0.0 | -102.847783 | -0.016915 | Long | Closed |
| 22 | 22 | (entries/exits stock two, LNT) | 129.055842 | 2023-03-14 | 47.814216 | 0.0 | 2023-04-28 | 50.533823 | 0.0 | -350.981179 | -0.056879 | Short | Closed |
| 23 | 23 | (entries/exits stock two, LNT) | 108.158248 | 2023-04-28 | 50.810517 | 0.0 | 2023-05-31 | 47.698691 | 0.0 | -336.569702 | -0.061244 | Long | Closed |
| 24 | 24 | (entries/exits stock two, LNT) | 117.397750 | 2023-05-31 | 47.649073 | 0.0 | 2023-07-03 | 49.033780 | 0.0 | -162.561435 | -0.029061 | Short | Closed |
| 25 | 25 | (entries/exits stock two, LNT) | 112.786849 | 2023-07-03 | 49.019329 | 0.0 | 2023-08-22 | 47.188292 | 0.0 | -206.516912 | -0.037353 | Long | Closed |
| 26 | 26 | (entries/exits stock two, LNT) | 119.481739 | 2023-08-22 | 46.911450 | 0.0 | 2023-09-28 | 45.104714 | 0.0 | 215.872000 | 0.038514 | Short | Closed |
| 27 | 27 | (entries/exits stock two, LNT) | 112.965794 | 2023-09-28 | 44.769822 | 0.0 | 2023-10-13 | 46.321172 | 0.0 | 175.249469 | 0.034652 | Long | Closed |
| 28 | 28 | (entries/exits stock two, LNT) | 128.781576 | 2023-10-13 | 46.314553 | 0.0 | 2023-12-04 | 48.040179 | 0.0 | -222.228759 | -0.037259 | Short | Closed |
| 29 | 29 | (entries/exits stock two, LNT) | 117.631410 | 2023-12-04 | 48.233003 | 0.0 | 2024-02-01 | 47.441262 | 0.0 | -93.133521 | -0.016415 | Long | Closed |
| 30 | 30 | (entries/exits stock two, LNT) | 133.170700 | 2024-02-01 | 47.065241 | 0.0 | 2024-03-12 | 46.294884 | 0.0 | 102.588950 | 0.016368 | Short | Closed |
| 31 | 31 | (entries/exits stock two, LNT) | 123.780456 | 2024-03-12 | 46.343504 | 0.0 | 2024-04-02 | 47.469437 | 0.0 | 139.368399 | 0.024295 | Long | Closed |
| 32 | 32 | (entries/exits stock two, LNT) | 130.552226 | 2024-04-02 | 47.372257 | 0.0 | 2024-05-02 | 48.575116 | 0.0 | -157.035933 | -0.025392 | Short | Closed |
| 33 | 33 | (entries/exits stock two, LNT) | 132.336073 | 2024-05-02 | 48.742808 | 0.0 | 2024-07-10 | 49.758773 | 0.0 | 134.448805 | 0.020843 | Long | Closed |
| 34 | 34 | (entries/exits stock two, LNT) | 119.739295 | 2024-07-10 | 49.995851 | 0.0 | 2024-08-01 | 54.488098 | 0.0 | -537.898555 | -0.089852 | Short | Closed |
| 35 | 35 | (entries/exits stock two, LNT) | 115.901293 | 2024-08-01 | 54.825890 | 0.0 | 2024-09-12 | 56.919781 | 0.0 | 242.684666 | 0.038192 | Long | Closed |
| 36 | 36 | (entries/exits stock two, LNT) | 111.294934 | 2024-09-12 | 57.044489 | 0.0 | 2024-09-23 | 58.394844 | 0.0 | -150.287634 | -0.023672 | Short | Closed |
| 37 | 37 | (entries/exits stock two, LNT) | 113.242315 | 2024-09-23 | 58.409760 | 0.0 | 2024-10-23 | 59.832082 | 0.0 | 161.067029 | 0.024351 | Long | Closed |
| 38 | 38 | (entries/exits stock two, LNT) | 111.983464 | 2024-10-23 | 59.816249 | 0.0 | 2024-10-30 | 57.389180 | 0.0 | 271.791570 | 0.040575 | Short | Closed |
| 39 | 39 | (entries/exits stock two, LNT) | 112.794514 | 2024-10-30 | 57.366894 | 0.0 | 2024-10-31 | 58.537647 | 0.0 | 132.054569 | 0.020408 | Long | Closed |
| 40 | 40 | (entries/exits stock two, LNT) | 126.766409 | 2024-10-31 | 58.302841 | 0.0 | 2024-11-07 | 54.879481 | 0.0 | 433.967061 | 0.058717 | Short | Closed |
| 41 | 41 | (entries/exits stock two, LNT) | 130.348157 | 2024-11-07 | 54.892039 | 0.0 | 2024-11-20 | 60.571463 | 0.0 | 740.302468 | 0.103465 | Long | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 18686.733722 |
| Total Return [%] | 86.867337 |
| Max Gross Exposure [%] | 3346.433538 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 7.18714 |
| Max Drawdown Duration | 91 days 00:00:00 |
| Profit Factor | 3.647901 |
| Expectancy | 16.748097 |
| Sharpe Ratio | 2.735056 |
| Calmar Ratio | 8.447359 |
| Omega Ratio | 1.526546 |
| Sortino Ratio | 4.992851 |
| Skew | 1.633762 |
| Kurtosis | 10.525884 |
| Tail Ratio | 1.214948 |
| Common Sense Ratio | 1.952572 |
| Value at Risk | -0.011748 |
| Alpha | 0.631161 |
| Beta | 0.004622 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, CHRW) | 56.916856 | 2023-05-31 | 88.347042 | 0.0 | 2023-07-03 | 89.923715 | 0.0 | 89.739248 | 0.017846 | Long | Closed |
| 1 | 1 | (entries/exits, CHRW) | 61.807469 | 2023-07-03 | 90.218838 | 0.0 | 2023-08-22 | 88.448575 | 0.0 | 109.415446 | 0.019622 | Short | Closed |
| 2 | 2 | (entries/exits, CHRW) | 56.886866 | 2023-08-22 | 87.088291 | 0.0 | 2023-09-28 | 82.866656 | 0.0 | -240.155589 | -0.048475 | Long | Closed |
| 3 | 3 | (entries/exits, CHRW) | 58.507446 | 2023-09-28 | 82.546457 | 0.0 | 2023-10-13 | 79.787947 | 0.0 | 161.393358 | 0.033418 | Short | Closed |
| 4 | 4 | (entries/exits, CHRW) | 65.754511 | 2023-10-13 | 79.417472 | 0.0 | 2023-12-04 | 81.511285 | 0.0 | 137.677640 | 0.026365 | Long | Closed |
| 5 | 5 | (entries/exits, CHRW) | 67.268137 | 2023-12-04 | 81.915598 | 0.0 | 2024-02-01 | 72.472466 | 0.0 | 635.221892 | 0.115279 | Short | Closed |
| 6 | 6 | (entries/exits, CHRW) | 75.319436 | 2024-02-01 | 70.222276 | 0.0 | 2024-03-12 | 72.714567 | 0.0 | 187.717956 | 0.035491 | Long | Closed |
| 7 | 7 | (entries/exits, CHRW) | 75.817430 | 2024-03-12 | 72.711175 | 0.0 | 2024-04-02 | 69.800982 | 0.0 | 220.643302 | 0.040024 | Short | Closed |
| 8 | 8 | (entries/exits, CHRW) | 81.168199 | 2024-04-02 | 69.444658 | 0.0 | 2024-05-02 | 76.962464 | 0.0 | 610.206740 | 0.108256 | Long | Closed |
| 9 | 9 | (entries/exits, CHRW) | 89.136877 | 2024-05-02 | 78.892643 | 0.0 | 2024-07-10 | 82.856595 | 0.0 | -353.334286 | -0.050245 | Short | Closed |
| 10 | 10 | (entries/exits, CHRW) | 63.804555 | 2024-07-10 | 83.001680 | 0.0 | 2024-08-01 | 98.068045 | 0.0 | 961.302678 | 0.181519 | Long | Closed |
| 11 | 11 | (entries/exits, CHRW) | 64.576141 | 2024-08-01 | 98.810242 | 0.0 | 2024-09-12 | 97.247284 | 0.0 | 100.929764 | 0.015818 | Short | Closed |
| 12 | 12 | (entries/exits, CHRW) | 56.744346 | 2024-09-12 | 97.144749 | 0.0 | 2024-09-23 | 103.796547 | 0.0 | 377.451931 | 0.068473 | Long | Closed |
| 13 | 13 | (entries/exits, CHRW) | 60.971049 | 2024-09-23 | 104.140717 | 0.0 | 2024-10-23 | 105.490881 | 0.0 | -82.320970 | -0.012965 | Short | Closed |
| 14 | 14 | (entries/exits, CHRW) | 54.975497 | 2024-10-23 | 105.337070 | 0.0 | 2024-10-30 | 107.080815 | 0.0 | 95.863296 | 0.016554 | Long | Closed |
| 15 | 15 | (entries/exits, CHRW) | 54.317468 | 2024-10-30 | 107.086006 | 0.0 | 2024-10-31 | 100.639748 | 0.0 | 350.144440 | 0.060197 | Short | Closed |
| 16 | 16 | (entries/exits, CHRW) | 61.830273 | 2024-10-31 | 100.616777 | 0.0 | 2024-11-07 | 105.333591 | 0.0 | 291.641898 | 0.046879 | Long | Closed |
| 17 | 17 | (entries/exits, CHRW) | 66.258988 | 2024-11-07 | 105.521558 | 0.0 | 2024-11-22 | 105.233058 | 0.0 | 19.115742 | 0.002734 | Short | Closed |
| 18 | 18 | (entries/exits, CHRW) | 67.333796 | 2024-11-22 | 105.060890 | 0.0 | 2024-12-12 | 111.930699 | 0.0 | 462.570327 | 0.065389 | Long | Closed |
| 19 | 19 | (entries/exits, CHRW) | 77.128356 | 2024-12-12 | 110.747502 | 0.0 | 2025-01-16 | 100.955320 | 0.0 | 755.254887 | 0.088419 | Short | Closed |
| 20 | 20 | (entries/exits, CHRW) | 75.223183 | 2025-01-16 | 100.934209 | 0.0 | 2025-01-23 | 105.100481 | 0.0 | 313.400254 | 0.041277 | Long | Closed |
| 21 | 21 | (entries/exits, CHRW) | 75.453416 | 2025-01-23 | 105.140998 | 0.0 | 2025-01-30 | 98.971623 | 0.0 | 465.500380 | 0.058677 | Short | Closed |
| 22 | 22 | (entries/exits, CHRW) | 88.531839 | 2025-01-30 | 98.493082 | 0.0 | 2025-03-07 | 101.000125 | 0.0 | 221.953136 | 0.025454 | Long | Closed |
| 23 | 23 | (entries/exits, CHRW) | 87.987333 | 2025-03-07 | 100.874979 | 0.0 | 2025-04-03 | 94.324015 | 0.0 | 576.401866 | 0.064941 | Short | Closed |
| 24 | 24 | (entries/exits, CHRW) | 101.323584 | 2025-04-03 | 93.059454 | 0.0 | 2025-04-17 | 90.163561 | 0.0 | -293.422266 | -0.031119 | Long | Open |
| 25 | 25 | (entries/exits stock two, LNT) | 130.262155 | 2023-05-31 | 47.648917 | 0.0 | 2023-07-03 | 49.033679 | 0.0 | -180.382110 | -0.029062 | Short | Closed |
| 26 | 26 | (entries/exits stock two, LNT) | 124.390164 | 2023-07-03 | 49.021165 | 0.0 | 2023-08-22 | 47.181147 | 0.0 | -228.880156 | -0.037535 | Long | Closed |
| 27 | 27 | (entries/exits stock two, LNT) | 132.492352 | 2023-08-22 | 46.910282 | 0.0 | 2023-09-28 | 45.105967 | 0.0 | 239.057856 | 0.038463 | Short | Closed |
| 28 | 28 | (entries/exits stock two, LNT) | 125.009177 | 2023-09-28 | 44.770996 | 0.0 | 2023-10-13 | 46.323285 | 0.0 | 194.050328 | 0.034672 | Long | Closed |
| 29 | 29 | (entries/exits stock two, LNT) | 143.056398 | 2023-10-13 | 46.313174 | 0.0 | 2023-12-04 | 48.037115 | 0.0 | -246.620834 | -0.037224 | Short | Closed |
| 30 | 30 | (entries/exits stock two, LNT) | 129.562788 | 2023-12-04 | 48.237517 | 0.0 | 2024-02-01 | 47.438324 | 0.0 | -103.545723 | -0.016568 | Long | Closed |
| 31 | 31 | (entries/exits stock two, LNT) | 147.000794 | 2024-02-01 | 47.062783 | 0.0 | 2024-03-12 | 46.294784 | 0.0 | 112.896436 | 0.016319 | Short | Closed |
| 32 | 32 | (entries/exits stock two, LNT) | 136.259869 | 2024-03-12 | 46.343374 | 0.0 | 2024-04-02 | 47.469831 | 0.0 | 153.490892 | 0.024307 | Long | Closed |
| 33 | 33 | (entries/exits stock two, LNT) | 144.366776 | 2024-04-02 | 47.368752 | 0.0 | 2024-05-02 | 48.571281 | 0.0 | -173.605214 | -0.025387 | Short | Closed |
| 34 | 34 | (entries/exits stock two, LNT) | 145.020614 | 2024-05-02 | 48.744394 | 0.0 | 2024-07-10 | 49.763451 | 0.0 | 147.784166 | 0.020906 | Long | Closed |
| 35 | 35 | (entries/exits stock two, LNT) | 131.930059 | 2024-07-10 | 49.995932 | 0.0 | 2024-08-01 | 54.483120 | 0.0 | -591.994930 | -0.089751 | Short | Closed |
| 36 | 36 | (entries/exits stock two, LNT) | 126.726563 | 2024-08-01 | 54.824371 | 0.0 | 2024-09-12 | 56.923115 | 0.0 | 265.966550 | 0.038281 | Long | Closed |
| 37 | 37 | (entries/exits stock two, LNT) | 121.993766 | 2024-09-12 | 57.043984 | 0.0 | 2024-09-23 | 58.394661 | 0.0 | -164.774267 | -0.023678 | Short | Closed |
| 38 | 38 | (entries/exits stock two, LNT) | 123.698399 | 2024-09-23 | 58.409506 | 0.0 | 2024-10-23 | 59.835418 | 0.0 | 176.382962 | 0.024412 | Long | Closed |
| 39 | 39 | (entries/exits stock two, LNT) | 122.775545 | 2024-10-23 | 59.814943 | 0.0 | 2024-10-30 | 57.389152 | 0.0 | 297.827803 | 0.040555 | Short | Closed |
| 40 | 40 | (entries/exits stock two, LNT) | 123.638653 | 2024-10-30 | 57.366894 | 0.0 | 2024-10-31 | 58.537647 | 0.0 | 144.750383 | 0.020408 | Long | Closed |
| 41 | 41 | (entries/exits stock two, LNT) | 138.979798 | 2024-10-31 | 58.301023 | 0.0 | 2024-11-07 | 54.880540 | 0.0 | 475.378023 | 0.058669 | Short | Closed |
| 42 | 42 | (entries/exits stock two, LNT) | 142.787384 | 2024-11-07 | 54.891191 | 0.0 | 2024-11-22 | 61.581563 | 0.0 | 955.300726 | 0.121884 | Long | Closed |
| 43 | 43 | (entries/exits stock two, LNT) | 148.685459 | 2024-11-22 | 61.624414 | 0.0 | 2024-12-12 | 59.047686 | 0.0 | 383.121906 | 0.041813 | Short | Closed |
| 44 | 44 | (entries/exits stock two, LNT) | 164.741047 | 2024-12-12 | 58.798725 | 0.0 | 2025-01-16 | 58.529095 | 0.0 | -44.419092 | -0.004586 | Long | Closed |
| 45 | 45 | (entries/exits stock two, LNT) | 164.234543 | 2025-01-16 | 58.561390 | 0.0 | 2025-01-23 | 57.281912 | 0.0 | 210.134607 | 0.021849 | Short | Closed |
| 46 | 46 | (entries/exits stock two, LNT) | 167.787358 | 2025-01-23 | 57.259550 | 0.0 | 2025-01-30 | 57.898843 | 0.0 | 107.265416 | 0.011165 | Long | Closed |
| 47 | 47 | (entries/exits stock two, LNT) | 184.941337 | 2025-01-30 | 58.232985 | 0.0 | 2025-03-07 | 61.489526 | 0.0 | -602.268962 | -0.055923 | Short | Closed |
| 48 | 48 | (entries/exits stock two, LNT) | 163.313178 | 2025-03-07 | 61.495056 | 0.0 | 2025-04-03 | 63.724023 | 0.0 | 364.019710 | 0.036246 | Long | Closed |
| 49 | 49 | (entries/exits stock two, LNT) | 180.811406 | 2025-04-03 | 63.281797 | 0.0 | 2025-04-17 | 59.844601 | 0.0 | 621.484173 | 0.054316 | Short | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 20521.851377 |
| Total Return [%] | 105.218514 |
| Max Gross Exposure [%] | 1884.053491 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 7.152839 |
| Max Drawdown Duration | 69 days 00:00:00 |
| Profit Factor | 5.057945 |
| Expectancy | 22.564265 |
| Sharpe Ratio | 2.955372 |
| Calmar Ratio | 10.143165 |
| Omega Ratio | 1.617098 |
| Sortino Ratio | 6.093175 |
| Skew | 2.40339 |
| Kurtosis | 13.682521 |
| Tail Ratio | 1.284954 |
| Common Sense Ratio | 2.21722 |
| Value at Risk | -0.0116 |
| Alpha | 0.744821 |
| Beta | 0.019111 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, CHRW) | 62.918636 | 2023-10-13 | 79.410492 | 0.0 | 2023-12-04 | 81.500269 | 0.0 | 131.485907 | 0.026316 | Long | Closed |
| 1 | 1 | (entries/exits, CHRW) | 63.933824 | 2023-12-04 | 81.916734 | 0.0 | 2024-02-01 | 72.466420 | 0.0 | 604.194690 | 0.115365 | Short | Closed |
| 2 | 2 | (entries/exits, CHRW) | 71.717437 | 2024-02-01 | 70.220924 | 0.0 | 2024-03-12 | 72.708401 | 0.0 | 178.395508 | 0.035424 | Long | Closed |
| 3 | 3 | (entries/exits, CHRW) | 71.869162 | 2024-03-12 | 72.714080 | 0.0 | 2024-04-02 | 69.798020 | 0.0 | 209.574792 | 0.040103 | Short | Closed |
| 4 | 4 | (entries/exits, CHRW) | 77.248330 | 2024-04-02 | 69.440168 | 0.0 | 2024-05-02 | 76.935754 | 0.0 | 579.021488 | 0.107943 | Long | Closed |
| 5 | 5 | (entries/exits, CHRW) | 84.279220 | 2024-05-02 | 78.890185 | 0.0 | 2024-07-10 | 82.858660 | 0.0 | -334.459914 | -0.050304 | Short | Closed |
| 6 | 6 | (entries/exits, CHRW) | 60.535993 | 2024-07-10 | 83.003140 | 0.0 | 2024-08-01 | 98.038069 | 0.0 | 910.154348 | 0.181137 | Long | Closed |
| 7 | 7 | (entries/exits, CHRW) | 60.915934 | 2024-08-01 | 98.812383 | 0.0 | 2024-09-12 | 97.245133 | 0.0 | 95.470489 | 0.015861 | Short | Closed |
| 8 | 8 | (entries/exits, CHRW) | 53.602569 | 2024-09-12 | 97.144792 | 0.0 | 2024-09-23 | 103.791844 | 0.0 | 356.299055 | 0.068424 | Long | Closed |
| 9 | 9 | (entries/exits, CHRW) | 57.448616 | 2024-09-23 | 104.140037 | 0.0 | 2024-10-23 | 105.488073 | 0.0 | -77.442778 | -0.012944 | Short | Closed |
| 10 | 10 | (entries/exits, CHRW) | 51.926201 | 2024-10-23 | 105.336795 | 0.0 | 2024-10-30 | 107.080676 | 0.0 | 90.553104 | 0.016555 | Long | Closed |
| 11 | 11 | (entries/exits, CHRW) | 51.287880 | 2024-10-30 | 107.086006 | 0.0 | 2024-10-31 | 100.639748 | 0.0 | 330.614936 | 0.060197 | Short | Closed |
| 12 | 12 | (entries/exits, CHRW) | 58.395010 | 2024-10-31 | 100.616168 | 0.0 | 2024-11-07 | 105.331880 | 0.0 | 275.374050 | 0.046868 | Long | Closed |
| 13 | 13 | (entries/exits, CHRW) | 62.643688 | 2024-11-07 | 105.523245 | 0.0 | 2024-11-22 | 105.232139 | 0.0 | 18.235972 | 0.002759 | Short | Closed |
| 14 | 14 | (entries/exits, CHRW) | 63.731518 | 2024-11-22 | 105.059760 | 0.0 | 2024-12-12 | 111.927282 | 0.0 | 437.677605 | 0.065368 | Long | Closed |
| 15 | 15 | (entries/exits, CHRW) | 72.708953 | 2024-12-12 | 110.766177 | 0.0 | 2025-01-16 | 100.954426 | 0.0 | 713.402142 | 0.088581 | Short | Closed |
| 16 | 16 | (entries/exits, CHRW) | 71.007100 | 2025-01-16 | 100.935459 | 0.0 | 2025-01-23 | 105.099918 | 0.0 | 295.706161 | 0.041259 | Long | Closed |
| 17 | 17 | (entries/exits, CHRW) | 71.166482 | 2025-01-23 | 105.140725 | 0.0 | 2025-01-30 | 98.968504 | 0.0 | 439.255255 | 0.058704 | Short | Closed |
| 18 | 18 | (entries/exits, CHRW) | 83.649543 | 2025-01-30 | 98.488612 | 0.0 | 2025-03-07 | 100.992892 | 0.0 | 209.481823 | 0.025427 | Long | Closed |
| 19 | 19 | (entries/exits, CHRW) | 82.748133 | 2025-03-07 | 100.880136 | 0.0 | 2025-04-03 | 94.314753 | 0.0 | 543.273230 | 0.065081 | Short | Closed |
| 20 | 20 | (entries/exits, CHRW) | 101.430117 | 2025-04-03 | 92.777733 | 0.0 | 2025-05-12 | 94.242852 | 0.0 | 148.607172 | 0.015792 | Long | Closed |
| 21 | 21 | (entries/exits, CHRW) | 96.517596 | 2025-05-12 | 94.906598 | 0.0 | 2025-06-13 | 93.376434 | 0.0 | 147.687749 | 0.016123 | Short | Closed |
| 22 | 22 | (entries/exits, CHRW) | 92.449791 | 2025-06-13 | 93.071901 | 0.0 | 2025-06-27 | 96.131779 | 0.0 | 282.885030 | 0.032876 | Long | Closed |
| 23 | 23 | (entries/exits, CHRW) | 100.066680 | 2025-06-27 | 96.298861 | 0.0 | 2025-07-21 | 96.544386 | 0.0 | -24.568907 | -0.002550 | Short | Closed |
| 24 | 24 | (entries/exits, CHRW) | 94.800635 | 2025-07-21 | 96.465158 | 0.0 | 2025-07-31 | 114.189580 | 0.0 | 1680.286411 | 0.183739 | Long | Closed |
| 25 | 25 | (entries/exits, CHRW) | 91.213647 | 2025-07-31 | 115.250270 | 0.0 | 2025-09-11 | 128.993618 | 0.0 | -1253.580879 | -0.119248 | Short | Open |
| 26 | 26 | (entries/exits stock two, LNT) | 145.148420 | 2023-10-13 | 46.312051 | 0.0 | 2023-12-04 | 48.034625 | 0.0 | -250.028849 | -0.037195 | Short | Closed |
| 27 | 27 | (entries/exits stock two, LNT) | 130.546173 | 2023-12-04 | 48.241229 | 0.0 | 2024-02-01 | 47.435905 | 0.0 | -105.132024 | -0.016694 | Long | Closed |
| 28 | 28 | (entries/exits stock two, LNT) | 148.457559 | 2024-02-01 | 47.060520 | 0.0 | 2024-03-12 | 46.294824 | 0.0 | 113.673361 | 0.016270 | Short | Closed |
| 29 | 29 | (entries/exits stock two, LNT) | 137.232684 | 2024-03-12 | 46.343266 | 0.0 | 2024-04-02 | 47.470153 | 0.0 | 154.645769 | 0.024316 | Long | Closed |
| 30 | 30 | (entries/exits stock two, LNT) | 145.957752 | 2024-04-02 | 47.365958 | 0.0 | 2024-05-02 | 48.568031 | 0.0 | -175.451781 | -0.025378 | Short | Closed |
| 31 | 31 | (entries/exits stock two, LNT) | 145.515089 | 2024-05-02 | 48.745699 | 0.0 | 2024-07-10 | 49.767295 | 0.0 | 148.657718 | 0.020958 | Long | Closed |
| 32 | 32 | (entries/exits stock two, LNT) | 132.968464 | 2024-07-10 | 49.995998 | 0.0 | 2024-08-01 | 54.479064 | 0.0 | -596.106465 | -0.089669 | Short | Closed |
| 33 | 33 | (entries/exits stock two, LNT) | 126.926674 | 2024-08-01 | 54.823123 | 0.0 | 2024-09-12 | 56.925843 | 0.0 | 266.891328 | 0.038355 | Long | Closed |
| 34 | 34 | (entries/exits stock two, LNT) | 122.435705 | 2024-09-12 | 57.043572 | 0.0 | 2024-09-23 | 58.394512 | 0.0 | -165.403412 | -0.023683 | Short | Closed |
| 35 | 35 | (entries/exits stock two, LNT) | 123.794848 | 2024-09-23 | 58.409297 | 0.0 | 2024-10-23 | 59.838150 | 0.0 | 176.884528 | 0.024463 | Long | Closed |
| 36 | 36 | (entries/exits stock two, LNT) | 123.242138 | 2024-10-23 | 59.813879 | 0.0 | 2024-10-30 | 57.389129 | 0.0 | 298.831316 | 0.040538 | Short | Closed |
| 37 | 37 | (entries/exits stock two, LNT) | 124.087143 | 2024-10-30 | 57.366894 | 0.0 | 2024-10-31 | 58.537647 | 0.0 | 145.275454 | 0.020408 | Long | Closed |
| 38 | 38 | (entries/exits stock two, LNT) | 139.505061 | 2024-10-31 | 58.299543 | 0.0 | 2024-11-07 | 54.881404 | 0.0 | 476.847680 | 0.058631 | Short | Closed |
| 39 | 39 | (entries/exits stock two, LNT) | 143.229347 | 2024-11-07 | 54.890497 | 0.0 | 2024-11-22 | 61.587950 | 0.0 | 959.271778 | 0.122015 | Long | Closed |
| 40 | 40 | (entries/exits stock two, LNT) | 149.484240 | 2024-11-22 | 61.624543 | 0.0 | 2024-12-12 | 59.047535 | 0.0 | 385.222133 | 0.041818 | Short | Closed |
| 41 | 41 | (entries/exits stock two, LNT) | 164.977113 | 2024-12-12 | 58.804990 | 0.0 | 2025-01-16 | 58.531590 | 0.0 | -45.104838 | -0.004649 | Long | Closed |
| 42 | 42 | (entries/exits stock two, LNT) | 164.820485 | 2025-01-16 | 58.560982 | 0.0 | 2025-01-23 | 57.283122 | 0.0 | 210.617532 | 0.021821 | Short | Closed |
| 43 | 43 | (entries/exits stock two, LNT) | 168.179557 | 2025-01-23 | 57.259551 | 0.0 | 2025-01-30 | 57.898677 | 0.0 | 107.487923 | 0.011162 | Long | Closed |
| 44 | 44 | (entries/exits stock two, LNT) | 185.370007 | 2025-01-30 | 58.235709 | 0.0 | 2025-03-07 | 61.491131 | 0.0 | -603.457639 | -0.055901 | Short | Closed |
| 45 | 45 | (entries/exits stock two, LNT) | 163.179319 | 2025-03-07 | 61.494972 | 0.0 | 2025-04-03 | 63.726960 | 0.0 | 364.214258 | 0.036295 | Long | Closed |
| 46 | 46 | (entries/exits stock two, LNT) | 196.781333 | 2025-04-03 | 62.989405 | 0.0 | 2025-05-12 | 59.292511 | 0.0 | 727.479749 | 0.058691 | Short | Closed |
| 47 | 47 | (entries/exits stock two, LNT) | 190.557302 | 2025-05-12 | 59.160795 | 0.0 | 2025-06-13 | 60.639277 | 0.0 | 281.735553 | 0.024991 | Long | Closed |
| 48 | 48 | (entries/exits stock two, LNT) | 188.284225 | 2025-06-13 | 60.565461 | 0.0 | 2025-06-27 | 59.895776 | 0.0 | 126.091152 | 0.011057 | Short | Closed |
| 49 | 49 | (entries/exits stock two, LNT) | 189.634914 | 2025-06-27 | 59.918692 | 0.0 | 2025-07-21 | 63.926821 | 0.0 | 760.081249 | 0.066893 | Long | Closed |
| 50 | 50 | (entries/exits stock two, LNT) | 189.436301 | 2025-07-21 | 64.052012 | 0.0 | 2025-07-31 | 64.979924 | 0.0 | -175.780237 | -0.014487 | Short | Closed |
| 51 | 51 | (entries/exits stock two, LNT) | 197.724630 | 2025-07-31 | 65.018878 | 0.0 | 2025-09-11 | 64.749936 | 0.0 | -53.176295 | -0.004136 | Long | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 16981.459215 |
| Total Return [%] | 69.814592 |
| Max Gross Exposure [%] | 2814.174644 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 8.702135 |
| Max Drawdown Duration | 79 days 00:00:00 |
| Profit Factor | 2.71779 |
| Expectancy | 14.435847 |
| Sharpe Ratio | 2.317834 |
| Calmar Ratio | 5.683199 |
| Omega Ratio | 1.433741 |
| Sortino Ratio | 4.182068 |
| Skew | 1.757072 |
| Kurtosis | 11.90079 |
| Tail Ratio | 1.216507 |
| Common Sense Ratio | 1.818143 |
| Value at Risk | -0.011924 |
| Alpha | 0.50015 |
| Beta | 0.034889 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, CHRW) | 61.280579 | 2022-12-28 | 84.861491 | 0.0 | 2023-01-23 | 90.935806 | 0.0 | 372.237549 | 0.071579 | Long | Closed |
| 1 | 1 | (entries/exits, CHRW) | 75.074626 | 2023-01-23 | 91.650416 | 0.0 | 2023-04-04 | 90.395954 | 0.0 | 94.178285 | 0.013687 | Short | Closed |
| 2 | 2 | (entries/exits, CHRW) | 57.144870 | 2023-04-04 | 88.675721 | 0.0 | 2023-04-24 | 92.244852 | 0.0 | 203.957520 | 0.040249 | Long | Closed |
| 3 | 3 | (entries/exits, CHRW) | 56.959634 | 2023-04-24 | 92.236431 | 0.0 | 2023-04-26 | 86.652214 | 0.0 | 318.074967 | 0.060542 | Short | Closed |
| 4 | 4 | (entries/exits, CHRW) | 59.704708 | 2023-04-26 | 86.652214 | 0.0 | 2023-04-27 | 93.378288 | 0.0 | 401.578296 | 0.077621 | Long | Closed |
| 5 | 5 | (entries/exits, CHRW) | 68.087298 | 2023-04-27 | 93.474004 | 0.0 | 2023-05-31 | 89.744286 | 0.0 | 253.946395 | 0.039901 | Short | Closed |
| 6 | 6 | (entries/exits, CHRW) | 66.315702 | 2023-05-31 | 88.375300 | 0.0 | 2023-07-03 | 89.930618 | 0.0 | 103.142015 | 0.017599 | Long | Closed |
| 7 | 7 | (entries/exits, CHRW) | 73.872580 | 2023-07-03 | 90.148634 | 0.0 | 2023-08-23 | 88.654603 | 0.0 | 110.367944 | 0.016573 | Short | Closed |
| 8 | 8 | (entries/exits, CHRW) | 69.262886 | 2023-08-23 | 87.277062 | 0.0 | 2023-09-27 | 82.008996 | 0.0 | -364.881457 | -0.060360 | Long | Closed |
| 9 | 9 | (entries/exits, CHRW) | 72.927313 | 2023-09-27 | 81.807971 | 0.0 | 2023-10-13 | 79.825522 | 0.0 | 144.574694 | 0.024233 | Short | Closed |
| 10 | 10 | (entries/exits, CHRW) | 81.299212 | 2023-10-13 | 79.449528 | 0.0 | 2023-12-06 | 81.273637 | 0.0 | 148.298601 | 0.022959 | Long | Closed |
| 11 | 11 | (entries/exits, CHRW) | 73.163000 | 2023-12-06 | 81.786885 | 0.0 | 2024-01-09 | 82.834706 | 0.0 | -76.661743 | -0.012812 | Short | Closed |
| 12 | 12 | (entries/exits, CHRW) | 70.332459 | 2024-01-09 | 82.783348 | 0.0 | 2024-01-22 | 83.301506 | 0.0 | 36.443330 | 0.006259 | Long | Closed |
| 13 | 13 | (entries/exits, CHRW) | 75.283275 | 2024-01-22 | 83.172165 | 0.0 | 2024-02-01 | 70.660978 | 0.0 | 941.883112 | 0.150425 | Short | Closed |
| 14 | 14 | (entries/exits, CHRW) | 99.057394 | 2024-02-01 | 70.218557 | 0.0 | 2024-03-12 | 72.757339 | 0.0 | 251.485119 | 0.036155 | Long | Closed |
| 15 | 15 | (entries/exits, CHRW) | 102.296987 | 2024-03-12 | 72.678039 | 0.0 | 2024-04-02 | 69.826155 | 0.0 | 291.739145 | 0.039240 | Short | Closed |
| 16 | 16 | (entries/exits, CHRW) | 105.429369 | 2024-04-02 | 69.462778 | 0.0 | 2024-05-02 | 77.094504 | 0.0 | 804.608063 | 0.109868 | Long | Closed |
| 17 | 17 | (entries/exits, CHRW) | 118.385202 | 2024-05-02 | 78.866774 | 0.0 | 2024-07-11 | 83.391114 | 0.0 | -535.614950 | -0.057367 | Short | Closed |
| 18 | 18 | (entries/exits, CHRW) | 81.415923 | 2024-07-11 | 83.906873 | 0.0 | 2024-08-01 | 98.558116 | 0.0 | 1192.844462 | 0.174613 | Long | Closed |
| 19 | 19 | (entries/exits, CHRW) | 85.000985 | 2024-08-01 | 98.815207 | 0.0 | 2024-09-11 | 97.756681 | 0.0 | 89.975746 | 0.010712 | Short | Closed |
| 20 | 20 | (entries/exits, CHRW) | 76.794502 | 2024-09-11 | 97.736476 | 0.0 | 2024-09-19 | 101.193623 | 0.0 | 265.489845 | 0.035372 | Long | Closed |
| 21 | 21 | (entries/exits, CHRW) | 86.449801 | 2024-09-19 | 101.725571 | 0.0 | 2024-10-23 | 105.465063 | 0.0 | -323.278341 | -0.036761 | Short | Closed |
| 22 | 22 | (entries/exits, CHRW) | 76.389569 | 2024-10-23 | 105.334277 | 0.0 | 2024-10-30 | 107.083552 | 0.0 | 133.626416 | 0.016607 | Long | Closed |
| 23 | 23 | (entries/exits, CHRW) | 75.497758 | 2024-10-30 | 107.086006 | 0.0 | 2024-10-31 | 100.639748 | 0.0 | 486.678067 | 0.060197 | Short | Closed |
| 24 | 24 | (entries/exits, CHRW) | 82.643900 | 2024-10-31 | 100.630303 | 0.0 | 2024-11-06 | 103.903026 | 0.0 | 270.470602 | 0.032522 | Long | Closed |
| 25 | 25 | (entries/exits, CHRW) | 85.491057 | 2024-11-06 | 104.067815 | 0.0 | 2024-11-20 | 106.558798 | 0.0 | -212.956723 | -0.023936 | Short | Open |
| 26 | 26 | (entries/exits stock two, O) | 100.299516 | 2022-12-28 | 54.499959 | 0.0 | 2023-01-23 | 57.628605 | 0.0 | -313.801661 | -0.057406 | Short | Closed |
| 27 | 27 | (entries/exits stock two, O) | 108.220723 | 2023-01-23 | 57.346916 | 0.0 | 2023-04-04 | 55.171632 | 0.0 | -235.410832 | -0.037932 | Long | Closed |
| 28 | 28 | (entries/exits stock two, O) | 97.818870 | 2023-04-04 | 54.821022 | 0.0 | 2023-04-24 | 54.233470 | 0.0 | 57.473679 | 0.010718 | Short | Closed |
| 29 | 29 | (entries/exits stock two, O) | 95.911645 | 2023-04-24 | 54.242231 | 0.0 | 2023-04-26 | 53.561417 | 0.0 | -65.298015 | -0.012551 | Long | Closed |
| 30 | 30 | (entries/exits stock two, O) | 98.165185 | 2023-04-26 | 53.561417 | 0.0 | 2023-04-27 | 54.417561 | 0.0 | -84.043529 | -0.015984 | Short | Closed |
| 31 | 31 | (entries/exits stock two, O) | 110.238436 | 2023-04-27 | 54.294003 | 0.0 | 2023-05-31 | 52.488964 | 0.0 | -198.984735 | -0.033246 | Long | Closed |
| 32 | 32 | (entries/exits stock two, O) | 113.326006 | 2023-05-31 | 52.410541 | 0.0 | 2023-07-03 | 53.255914 | 0.0 | -95.802765 | -0.016130 | Short | Closed |
| 33 | 33 | (entries/exits stock two, O) | 117.506956 | 2023-07-03 | 53.161344 | 0.0 | 2023-08-23 | 51.018035 | 0.0 | -251.853766 | -0.040317 | Long | Closed |
| 34 | 34 | (entries/exits stock two, O) | 129.648546 | 2023-08-23 | 50.202863 | 0.0 | 2023-09-27 | 44.629355 | 0.0 | 722.597237 | 0.111020 | Short | Closed |
| 35 | 35 | (entries/exits stock two, O) | 129.311663 | 2023-09-27 | 44.331134 | 0.0 | 2023-10-13 | 45.376403 | 0.0 | 135.165435 | 0.023579 | Long | Closed |
| 36 | 36 | (entries/exits stock two, O) | 157.219212 | 2023-10-13 | 45.144785 | 0.0 | 2023-12-06 | 48.503646 | 0.0 | -528.077428 | -0.074402 | Short | Closed |
| 37 | 37 | (entries/exits stock two, O) | 117.052057 | 2023-12-06 | 49.653197 | 0.0 | 2024-01-09 | 53.785700 | 0.0 | 483.717933 | 0.083227 | Long | Closed |
| 38 | 38 | (entries/exits stock two, O) | 114.777812 | 2024-01-09 | 53.835271 | 0.0 | 2024-01-22 | 50.625405 | 0.0 | 368.421415 | 0.059624 | Short | Closed |
| 39 | 39 | (entries/exits stock two, O) | 122.218803 | 2024-01-22 | 50.575094 | 0.0 | 2024-02-01 | 50.538797 | 0.0 | -4.436146 | -0.000718 | Long | Closed |
| 40 | 40 | (entries/exits stock two, O) | 155.589008 | 2024-02-01 | 50.111164 | 0.0 | 2024-03-12 | 48.576489 | 0.0 | 238.778463 | 0.030625 | Short | Closed |
| 41 | 41 | (entries/exits stock two, O) | 144.455164 | 2024-03-12 | 48.607452 | 0.0 | 2024-04-02 | 48.856433 | 0.0 | 35.966548 | 0.005122 | Long | Closed |
| 42 | 42 | (entries/exits stock two, O) | 151.599697 | 2024-04-02 | 48.777719 | 0.0 | 2024-05-02 | 50.745921 | 0.0 | -298.378870 | -0.040350 | Short | Closed |
| 43 | 43 | (entries/exits stock two, O) | 157.857276 | 2024-05-02 | 50.755181 | 0.0 | 2024-07-11 | 51.299074 | 0.0 | 85.857411 | 0.010716 | Long | Closed |
| 44 | 44 | (entries/exits stock two, O) | 138.841225 | 2024-07-11 | 51.661320 | 0.0 | 2024-08-01 | 54.537160 | 0.0 | -399.285099 | -0.055667 | Short | Closed |
| 45 | 45 | (entries/exits stock two, O) | 140.481623 | 2024-08-01 | 54.785639 | 0.0 | 2024-09-11 | 59.068184 | 0.0 | 601.618769 | 0.078169 | Long | Closed |
| 46 | 46 | (entries/exits stock two, O) | 131.098801 | 2024-09-11 | 59.202098 | 0.0 | 2024-09-19 | 57.410559 | 0.0 | 234.868658 | 0.030261 | Short | Closed |
| 47 | 47 | (entries/exits stock two, O) | 144.188777 | 2024-09-19 | 57.520526 | 0.0 | 2024-10-23 | 60.844312 | 0.0 | 479.252672 | 0.057784 | Long | Closed |
| 48 | 48 | (entries/exits stock two, O) | 142.238267 | 2024-10-23 | 60.772711 | 0.0 | 2024-10-30 | 57.433834 | 0.0 | 474.916065 | 0.054940 | Short | Closed |
| 49 | 49 | (entries/exits stock two, O) | 143.060675 | 2024-10-30 | 57.433834 | 0.0 | 2024-10-31 | 56.379745 | 0.0 | -150.798626 | -0.018353 | Long | Closed |
| 50 | 50 | (entries/exits stock two, O) | 152.154955 | 2024-10-31 | 56.373619 | 0.0 | 2024-11-06 | 54.384739 | 0.0 | 302.617950 | 0.035280 | Short | Closed |
| 51 | 51 | (entries/exits stock two, O) | 162.422317 | 2024-11-06 | 54.363075 | 0.0 | 2024-11-20 | 54.265622 | 0.0 | -15.828508 | -0.001793 | Long | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 16222.740624 |
| Total Return [%] | 62.227406 |
| Max Gross Exposure [%] | 3323.899965 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 8.493258 |
| Max Drawdown Duration | 60 days 00:00:00 |
| Profit Factor | 2.820082 |
| Expectancy | 13.581757 |
| Sharpe Ratio | 2.218017 |
| Calmar Ratio | 5.22308 |
| Omega Ratio | 1.407981 |
| Sortino Ratio | 3.975752 |
| Skew | 1.531574 |
| Kurtosis | 9.229527 |
| Tail Ratio | 1.258305 |
| Common Sense Ratio | 1.816502 |
| Value at Risk | -0.011294 |
| Alpha | 0.454147 |
| Beta | 0.033586 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, CHRW) | 54.973713 | 2023-05-31 | 88.356578 | 0.0 | 2023-07-03 | 89.917113 | 0.0 | 85.788386 | 0.017662 | Long | Closed |
| 1 | 1 | (entries/exits, CHRW) | 60.092260 | 2023-07-03 | 90.149220 | 0.0 | 2023-08-23 | 88.638954 | 0.0 | 90.755312 | 0.016753 | Short | Closed |
| 2 | 2 | (entries/exits, CHRW) | 57.395245 | 2023-08-23 | 87.217706 | 0.0 | 2023-09-27 | 82.020852 | 0.0 | -298.274723 | -0.059585 | Long | Closed |
| 3 | 3 | (entries/exits, CHRW) | 60.175100 | 2023-09-27 | 81.809856 | 0.0 | 2023-10-13 | 79.823614 | 0.0 | 119.522355 | 0.024279 | Short | Closed |
| 4 | 4 | (entries/exits, CHRW) | 68.120350 | 2023-10-13 | 79.423840 | 0.0 | 2023-12-06 | 81.226343 | 0.0 | 122.787126 | 0.022695 | Long | Closed |
| 5 | 5 | (entries/exits, CHRW) | 60.001109 | 2023-12-06 | 81.792368 | 0.0 | 2024-01-09 | 82.837343 | 0.0 | -62.699633 | -0.012776 | Short | Closed |
| 6 | 6 | (entries/exits, CHRW) | 58.199305 | 2024-01-09 | 82.779361 | 0.0 | 2024-01-22 | 83.300811 | 0.0 | 30.348039 | 0.006299 | Long | Closed |
| 7 | 7 | (entries/exits, CHRW) | 62.009690 | 2024-01-22 | 83.180527 | 0.0 | 2024-02-01 | 70.648071 | 0.0 | 777.133726 | 0.150666 | Short | Closed |
| 8 | 8 | (entries/exits, CHRW) | 82.095313 | 2024-02-01 | 70.212648 | 0.0 | 2024-03-12 | 72.736622 | 0.0 | 207.206492 | 0.035948 | Long | Closed |
| 9 | 9 | (entries/exits, CHRW) | 83.404904 | 2024-03-12 | 72.686367 | 0.0 | 2024-04-02 | 69.814541 | 0.0 | 239.524387 | 0.039510 | Short | Closed |
| 10 | 10 | (entries/exits, CHRW) | 87.082531 | 2024-04-02 | 69.446375 | 0.0 | 2024-05-02 | 76.999652 | 0.0 | 657.758507 | 0.108764 | Long | Closed |
| 11 | 11 | (entries/exits, CHRW) | 95.239081 | 2024-05-02 | 78.847052 | 0.0 | 2024-07-11 | 83.399485 | 0.0 | -433.569519 | -0.057738 | Short | Closed |
| 12 | 12 | (entries/exits, CHRW) | 66.442765 | 2024-07-11 | 83.913175 | 0.0 | 2024-08-01 | 98.487463 | 0.0 | 968.355996 | 0.173683 | Long | Closed |
| 13 | 13 | (entries/exits, CHRW) | 68.158324 | 2024-08-01 | 98.820714 | 0.0 | 2024-09-11 | 97.748357 | 0.0 | 73.090066 | 0.010852 | Short | Closed |
| 14 | 14 | (entries/exits, CHRW) | 62.060083 | 2024-09-11 | 97.736205 | 0.0 | 2024-09-19 | 101.190065 | 0.0 | 214.346849 | 0.035339 | Long | Closed |
| 15 | 15 | (entries/exits, CHRW) | 69.593527 | 2024-09-19 | 101.714992 | 0.0 | 2024-10-23 | 105.458565 | 0.0 | -260.528456 | -0.036805 | Short | Closed |
| 16 | 16 | (entries/exits, CHRW) | 62.261969 | 2024-10-23 | 105.332875 | 0.0 | 2024-10-30 | 107.083283 | 0.0 | 108.983861 | 0.016618 | Long | Closed |
| 17 | 17 | (entries/exits, CHRW) | 61.454859 | 2024-10-30 | 107.086006 | 0.0 | 2024-10-31 | 100.639748 | 0.0 | 396.153912 | 0.060197 | Short | Closed |
| 18 | 18 | (entries/exits, CHRW) | 67.040804 | 2024-10-31 | 100.629263 | 0.0 | 2024-11-06 | 103.898813 | 0.0 | 219.193302 | 0.032491 | Long | Closed |
| 19 | 19 | (entries/exits, CHRW) | 86.414052 | 2024-11-06 | 104.073449 | 0.0 | 2025-01-16 | 102.232894 | 0.0 | 159.049848 | 0.017685 | Short | Closed |
| 20 | 20 | (entries/exits, CHRW) | 68.662484 | 2025-01-16 | 100.927614 | 0.0 | 2025-01-23 | 105.096312 | 0.0 | 286.233189 | 0.041304 | Long | Closed |
| 21 | 21 | (entries/exits, CHRW) | 68.200412 | 2025-01-23 | 105.145188 | 0.0 | 2025-01-30 | 98.956554 | 0.0 | 422.067389 | 0.058858 | Short | Closed |
| 22 | 22 | (entries/exits, CHRW) | 84.324436 | 2025-01-30 | 98.411288 | 0.0 | 2025-03-21 | 98.836774 | 0.0 | 35.878856 | 0.004324 | Long | Closed |
| 23 | 23 | (entries/exits, CHRW) | 72.632972 | 2025-03-21 | 98.833541 | 0.0 | 2025-04-03 | 93.965483 | 0.0 | 353.581487 | 0.049255 | Short | Closed |
| 24 | 24 | (entries/exits, CHRW) | 87.800895 | 2025-04-03 | 93.146092 | 0.0 | 2025-04-17 | 90.168649 | 0.0 | -261.422150 | -0.031965 | Long | Open |
| 25 | 25 | (entries/exits stock two, O) | 116.259363 | 2023-05-31 | 52.406191 | 0.0 | 2023-07-03 | 53.257347 | 0.0 | -98.954778 | -0.016242 | Short | Closed |
| 26 | 26 | (entries/exits stock two, O) | 118.859670 | 2023-07-03 | 53.171936 | 0.0 | 2023-08-23 | 50.990811 | 0.0 | -259.247776 | -0.041020 | Long | Closed |
| 27 | 27 | (entries/exits stock two, O) | 133.470462 | 2023-08-23 | 50.175675 | 0.0 | 2023-09-27 | 44.606868 | 0.0 | 743.271141 | 0.110986 | Short | Closed |
| 28 | 28 | (entries/exits stock two, O) | 133.271453 | 2023-09-27 | 44.330213 | 0.0 | 2023-10-13 | 45.377555 | 0.0 | 139.580743 | 0.023626 | Long | Closed |
| 29 | 29 | (entries/exits stock two, O) | 163.987423 | 2023-10-13 | 45.130260 | 0.0 | 2023-12-06 | 48.470740 | 0.0 | -547.796786 | -0.074019 | Short | Closed |
| 30 | 30 | (entries/exits stock two, O) | 119.497461 | 2023-12-06 | 49.646956 | 0.0 | 2024-01-09 | 53.806713 | 0.0 | 497.080426 | 0.083787 | Long | Closed |
| 31 | 31 | (entries/exits stock two, O) | 118.941283 | 2024-01-09 | 53.829530 | 0.0 | 2024-01-22 | 50.626148 | 0.0 | 381.014432 | 0.059510 | Short | Closed |
| 32 | 32 | (entries/exits stock two, O) | 125.969337 | 2024-01-22 | 50.578203 | 0.0 | 2024-02-01 | 50.538776 | 0.0 | -4.966620 | -0.000780 | Long | Closed |
| 33 | 33 | (entries/exits stock two, O) | 159.971218 | 2024-02-01 | 50.105957 | 0.0 | 2024-03-12 | 48.576909 | 0.0 | 244.603784 | 0.030516 | Short | Closed |
| 34 | 34 | (entries/exits stock two, O) | 147.400058 | 2024-03-12 | 48.607864 | 0.0 | 2024-04-02 | 48.854127 | 0.0 | 36.299242 | 0.005066 | Long | Closed |
| 35 | 35 | (entries/exits stock two, O) | 156.464529 | 2024-04-02 | 48.772122 | 0.0 | 2024-05-02 | 50.733512 | 0.0 | -306.887976 | -0.040215 | Short | Closed |
| 36 | 36 | (entries/exits stock two, O) | 158.094158 | 2024-05-02 | 50.775458 | 0.0 | 2024-07-11 | 51.324641 | 0.0 | 86.822585 | 0.010816 | Long | Closed |
| 37 | 37 | (entries/exits stock two, O) | 141.638750 | 2024-07-11 | 51.660119 | 0.0 | 2024-08-01 | 54.532256 | 0.0 | -406.805819 | -0.055597 | Short | Closed |
| 38 | 38 | (entries/exits stock two, O) | 140.646688 | 2024-08-01 | 54.769073 | 0.0 | 2024-09-11 | 59.083224 | 0.0 | 606.771091 | 0.078770 | Long | Closed |
| 39 | 39 | (entries/exits stock two, O) | 132.592718 | 2024-09-11 | 59.202256 | 0.0 | 2024-09-19 | 57.411698 | 0.0 | 237.414910 | 0.030245 | Short | Closed |
| 40 | 40 | (entries/exits stock two, O) | 144.961607 | 2024-09-19 | 57.508455 | 0.0 | 2024-10-23 | 60.861211 | 0.0 | 486.020836 | 0.058300 | Long | Closed |
| 41 | 41 | (entries/exits stock two, O) | 145.155674 | 2024-10-23 | 60.765667 | 0.0 | 2024-10-30 | 57.433834 | 0.0 | 483.634520 | 0.054831 | Short | Closed |
| 42 | 42 | (entries/exits stock two, O) | 145.862233 | 2024-10-30 | 57.433834 | 0.0 | 2024-10-31 | 56.379745 | 0.0 | -153.751716 | -0.018353 | Long | Closed |
| 43 | 43 | (entries/exits stock two, O) | 154.459613 | 2024-10-31 | 56.373673 | 0.0 | 2024-11-06 | 54.386335 | 0.0 | 306.963407 | 0.035253 | Short | Closed |
| 44 | 44 | (entries/exits stock two, O) | 185.832392 | 2024-11-06 | 54.028315 | 0.0 | 2025-01-16 | 52.567534 | 0.0 | -271.460421 | -0.027037 | Long | Closed |
| 45 | 45 | (entries/exits stock two, O) | 172.917754 | 2025-01-16 | 52.539834 | 0.0 | 2025-01-23 | 52.138458 | 0.0 | 69.405026 | 0.007639 | Short | Closed |
| 46 | 46 | (entries/exits stock two, O) | 174.977763 | 2025-01-23 | 52.130402 | 0.0 | 2025-01-30 | 52.336655 | 0.0 | 36.089668 | 0.003956 | Long | Closed |
| 47 | 47 | (entries/exits stock two, O) | 202.622671 | 2025-01-30 | 52.539667 | 0.0 | 2025-03-21 | 54.288210 | 0.0 | -354.294619 | -0.033280 | Short | Closed |
| 48 | 48 | (entries/exits stock two, O) | 168.619855 | 2025-03-21 | 54.256372 | 0.0 | 2025-04-03 | 55.727349 | 0.0 | 248.036009 | 0.027112 | Long | Closed |
| 49 | 49 | (entries/exits stock two, O) | 185.335466 | 2025-04-03 | 55.420475 | 0.0 | 2025-04-17 | 56.647252 | 0.0 | -227.365291 | -0.022136 | Short | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 15045.760749 |
| Total Return [%] | 50.457607 |
| Max Gross Exposure [%] | 2709.567775 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 13.843054 |
| Max Drawdown Duration | 59 days 00:00:00 |
| Profit Factor | 2.701149 |
| Expectancy | 12.028917 |
| Sharpe Ratio | 1.651072 |
| Calmar Ratio | 2.625255 |
| Omega Ratio | 1.315136 |
| Sortino Ratio | 2.637801 |
| Skew | 0.0496 |
| Kurtosis | 20.556852 |
| Tail Ratio | 1.321413 |
| Common Sense Ratio | 1.801634 |
| Value at Risk | -0.011538 |
| Alpha | 0.354154 |
| Beta | 0.076131 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, CHRW) | 70.098746 | 2023-10-13 | 79.442921 | 0.0 | 2023-12-06 | 81.261478 | 0.0 | 127.478538 | 0.022891 | Long | Closed |
| 1 | 1 | (entries/exits, CHRW) | 62.726044 | 2023-12-06 | 81.788279 | 0.0 | 2024-01-09 | 82.835590 | 0.0 | -65.693704 | -0.012805 | Short | Closed |
| 2 | 2 | (entries/exits, CHRW) | 60.449531 | 2024-01-09 | 82.782330 | 0.0 | 2024-01-22 | 83.301329 | 0.0 | 31.373223 | 0.006269 | Long | Closed |
| 3 | 3 | (entries/exits, CHRW) | 64.628848 | 2024-01-22 | 83.174290 | 0.0 | 2024-02-01 | 70.657695 | 0.0 | 808.933101 | 0.150486 | Short | Closed |
| 4 | 4 | (entries/exits, CHRW) | 85.172575 | 2024-02-01 | 70.217044 | 0.0 | 2024-03-12 | 72.752033 | 0.0 | 215.911543 | 0.036102 | Long | Closed |
| 5 | 5 | (entries/exits, CHRW) | 87.592216 | 2024-03-12 | 72.680151 | 0.0 | 2024-04-02 | 69.823206 | 0.0 | 250.246212 | 0.039308 | Short | Closed |
| 6 | 6 | (entries/exits, CHRW) | 90.574205 | 2024-04-02 | 69.458575 | 0.0 | 2024-05-02 | 77.070201 | 0.0 | 689.416941 | 0.109585 | Long | Closed |
| 7 | 7 | (entries/exits, CHRW) | 101.024576 | 2024-05-02 | 78.861793 | 0.0 | 2024-07-11 | 83.393239 | 0.0 | -457.787445 | -0.057461 | Short | Closed |
| 8 | 8 | (entries/exits, CHRW) | 69.730500 | 2024-07-11 | 83.908487 | 0.0 | 2024-08-01 | 98.540057 | 0.0 | 1020.266743 | 0.174375 | Long | Closed |
| 9 | 9 | (entries/exits, CHRW) | 72.471522 | 2024-08-01 | 98.816612 | 0.0 | 2024-09-11 | 97.754513 | 0.0 | 76.971872 | 0.010748 | Short | Closed |
| 10 | 10 | (entries/exits, CHRW) | 65.608842 | 2024-09-11 | 97.736407 | 0.0 | 2024-09-19 | 101.192716 | 0.0 | 226.764432 | 0.035364 | Long | Closed |
| 11 | 11 | (entries/exits, CHRW) | 73.769904 | 2024-09-19 | 101.722762 | 0.0 | 2024-10-23 | 105.464077 | 0.0 | -275.996434 | -0.036780 | Short | Closed |
| 12 | 12 | (entries/exits, CHRW) | 65.405129 | 2024-10-23 | 105.333918 | 0.0 | 2024-10-30 | 107.083484 | 0.0 | 114.430546 | 0.016610 | Long | Closed |
| 13 | 13 | (entries/exits, CHRW) | 64.620073 | 2024-10-30 | 107.086006 | 0.0 | 2024-10-31 | 100.639748 | 0.0 | 416.557699 | 0.060197 | Short | Closed |
| 14 | 14 | (entries/exits, CHRW) | 70.674776 | 2024-10-31 | 100.630038 | 0.0 | 2024-11-06 | 103.901952 | 0.0 | 231.241851 | 0.032514 | Long | Closed |
| 15 | 15 | (entries/exits, CHRW) | 91.718812 | 2024-11-06 | 104.071132 | 0.0 | 2025-01-16 | 102.242563 | 0.0 | 167.714160 | 0.017570 | Short | Closed |
| 16 | 16 | (entries/exits, CHRW) | 72.551930 | 2025-01-16 | 100.924671 | 0.0 | 2025-01-23 | 105.098158 | 0.0 | 302.794513 | 0.041352 | Long | Closed |
| 17 | 17 | (entries/exits, CHRW) | 72.193187 | 2025-01-23 | 105.143291 | 0.0 | 2025-01-30 | 98.956599 | 0.0 | 446.637008 | 0.058841 | Short | Closed |
| 18 | 18 | (entries/exits, CHRW) | 88.631218 | 2025-01-30 | 98.428317 | 0.0 | 2025-03-21 | 98.835860 | 0.0 | 36.121096 | 0.004141 | Long | Closed |
| 19 | 19 | (entries/exits, CHRW) | 77.256214 | 2025-03-21 | 98.833429 | 0.0 | 2025-04-03 | 93.984963 | 0.0 | 374.574147 | 0.049057 | Short | Closed |
| 20 | 20 | (entries/exits, CHRW) | 97.509041 | 2025-04-03 | 92.932090 | 0.0 | 2025-05-12 | 94.335622 | 0.0 | 136.857135 | 0.015103 | Long | Closed |
| 21 | 21 | (entries/exits, CHRW) | 92.553862 | 2025-05-12 | 94.905774 | 0.0 | 2025-06-11 | 94.346188 | 0.0 | 51.791881 | 0.005896 | Short | Closed |
| 22 | 22 | (entries/exits, CHRW) | 89.555255 | 2025-06-11 | 94.063339 | 0.0 | 2025-07-01 | 97.694796 | 0.0 | 325.215979 | 0.038606 | Long | Closed |
| 23 | 23 | (entries/exits, CHRW) | 109.130435 | 2025-07-01 | 99.786400 | 0.0 | 2025-09-11 | 122.246558 | 0.0 | -2451.086793 | -0.225082 | Short | Open |
| 24 | 24 | (entries/exits stock two, O) | 143.298020 | 2023-10-13 | 45.141074 | 0.0 | 2023-12-06 | 48.495242 | 0.0 | -480.645698 | -0.074304 | Short | Closed |
| 25 | 25 | (entries/exits stock two, O) | 106.106324 | 2023-12-06 | 49.651620 | 0.0 | 2024-01-09 | 53.791029 | 0.0 | 439.217436 | 0.083369 | Long | Closed |
| 26 | 26 | (entries/exits stock two, O) | 104.441645 | 2024-01-09 | 53.833806 | 0.0 | 2024-01-22 | 50.625594 | 0.0 | 335.070951 | 0.059595 | Short | Closed |
| 27 | 27 | (entries/exits stock two, O) | 111.059717 | 2024-01-22 | 50.575883 | 0.0 | 2024-02-01 | 50.538792 | 0.0 | -4.119377 | -0.000733 | Long | Closed |
| 28 | 28 | (entries/exits stock two, O) | 141.295470 | 2024-02-01 | 50.109833 | 0.0 | 2024-03-12 | 48.576596 | 0.0 | 216.639439 | 0.030598 | Short | Closed |
| 29 | 29 | (entries/exits stock two, O) | 130.931520 | 2024-03-12 | 48.607558 | 0.0 | 2024-04-02 | 48.855848 | 0.0 | 32.509018 | 0.005108 | Long | Closed |
| 30 | 30 | (entries/exits stock two, O) | 137.800660 | 2024-04-02 | 48.776289 | 0.0 | 2024-05-02 | 50.742850 | 0.0 | -270.993383 | -0.040318 | Short | Closed |
| 31 | 31 | (entries/exits stock two, O) | 142.404044 | 2024-05-02 | 50.760286 | 0.0 | 2024-07-11 | 51.305517 | 0.0 | 77.643167 | 0.010741 | Long | Closed |
| 32 | 32 | (entries/exits stock two, O) | 125.837153 | 2024-07-11 | 51.661014 | 0.0 | 2024-08-01 | 54.535910 | 0.0 | -361.768702 | -0.055649 | Short | Closed |
| 33 | 33 | (entries/exits stock two, O) | 126.718245 | 2024-08-01 | 54.781450 | 0.0 | 2024-09-11 | 59.071996 | 0.0 | 543.690447 | 0.078321 | Long | Closed |
| 34 | 34 | (entries/exits stock two, O) | 118.560449 | 2024-09-11 | 59.202138 | 0.0 | 2024-09-19 | 57.410849 | 0.0 | 212.376073 | 0.030257 | Short | Closed |
| 35 | 35 | (entries/exits stock two, O) | 130.201052 | 2024-09-19 | 57.517478 | 0.0 | 2024-10-23 | 60.848591 | 0.0 | 433.714434 | 0.057915 | Long | Closed |
| 36 | 36 | (entries/exits stock two, O) | 128.929255 | 2024-10-23 | 60.770914 | 0.0 | 2024-10-30 | 57.433834 | 0.0 | 430.247229 | 0.054912 | Short | Closed |
| 37 | 37 | (entries/exits stock two, O) | 129.644680 | 2024-10-30 | 57.433834 | 0.0 | 2024-10-31 | 56.379745 | 0.0 | -136.656978 | -0.018353 | Long | Closed |
| 38 | 38 | (entries/exits stock two, O) | 137.721047 | 2024-10-31 | 56.373651 | 0.0 | 2024-11-06 | 54.384988 | 0.0 | 273.880865 | 0.035276 | Short | Closed |
| 39 | 39 | (entries/exits stock two, O) | 167.717094 | 2024-11-06 | 53.999703 | 0.0 | 2025-01-16 | 52.567741 | 0.0 | -240.164603 | -0.026518 | Long | Closed |
| 40 | 40 | (entries/exits stock two, O) | 154.446699 | 2025-01-16 | 52.540410 | 0.0 | 2025-01-23 | 52.137204 | 0.0 | 62.273825 | 0.007674 | Short | Closed |
| 41 | 41 | (entries/exits stock two, O) | 156.879393 | 2025-01-23 | 52.130667 | 0.0 | 2025-01-30 | 52.339073 | 0.0 | 32.694568 | 0.003998 | Long | Closed |
| 42 | 42 | (entries/exits stock two, O) | 181.032818 | 2025-01-30 | 52.529801 | 0.0 | 2025-03-21 | 54.280359 | 0.0 | -316.908487 | -0.033325 | Short | Closed |
| 43 | 43 | (entries/exits stock two, O) | 151.715836 | 2025-03-21 | 54.256810 | 0.0 | 2025-04-03 | 55.726621 | 0.0 | 222.993498 | 0.027090 | Long | Closed |
| 44 | 44 | (entries/exits stock two, O) | 179.299451 | 2025-04-03 | 55.472765 | 0.0 | 2025-05-12 | 54.939992 | 0.0 | 95.525899 | 0.009604 | Short | Closed |
| 45 | 45 | (entries/exits stock two, O) | 164.002337 | 2025-05-12 | 54.875773 | 0.0 | 2025-06-11 | 56.830750 | 0.0 | 320.620919 | 0.035626 | Long | Closed |
| 46 | 46 | (entries/exits stock two, O) | 163.390507 | 2025-06-11 | 56.923596 | 0.0 | 2025-07-01 | 57.253671 | 0.0 | -53.931180 | -0.005799 | Short | Closed |
| 47 | 47 | (entries/exits stock two, O) | 170.710611 | 2025-07-01 | 57.205413 | 0.0 | 2025-09-11 | 59.437946 | 0.0 | 381.117142 | 0.039027 | Long | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 13942.191819 |
| Total Return [%] | 39.421918 |
| Max Gross Exposure [%] | 118.311003 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 15.120957 |
| Max Drawdown Duration | 143 days 00:00:00 |
| Profit Factor | 1.959821 |
| Expectancy | 6.466067 |
| Sharpe Ratio | 1.442967 |
| Calmar Ratio | 1.896951 |
| Omega Ratio | 1.227033 |
| Sortino Ratio | 2.114982 |
| Skew | -0.223657 |
| Kurtosis | 2.89316 |
| Tail Ratio | 0.928641 |
| Common Sense Ratio | 1.19501 |
| Value at Risk | -0.016286 |
| Alpha | 0.277966 |
| Beta | 0.069073 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, CL) | 134.739820 | 2023-01-09 | 73.795572 | 0.0 | 2023-02-17 | 70.302690 | 0.0 | -470.630321 | -0.047332 | Long | Closed |
| 1 | 1 | (entries/exits, CL) | 155.984481 | 2023-02-17 | 70.033404 | 0.0 | 2023-03-16 | 68.828637 | 0.0 | 187.924972 | 0.017203 | Short | Closed |
| 2 | 2 | (entries/exits, CL) | 140.150797 | 2023-03-16 | 68.819835 | 0.0 | 2023-03-28 | 70.282119 | 0.0 | 204.940305 | 0.021248 | Long | Closed |
| 3 | 3 | (entries/exits, CL) | 140.266284 | 2023-03-28 | 70.282599 | 0.0 | 2023-03-30 | 70.990173 | 0.0 | -99.248786 | -0.010068 | Short | Closed |
| 4 | 4 | (entries/exits, CL) | 137.462839 | 2023-03-30 | 70.990119 | 0.0 | 2023-04-12 | 71.744781 | 0.0 | 103.737990 | 0.010631 | Long | Closed |
| 5 | 5 | (entries/exits, CL) | 147.671069 | 2023-04-12 | 71.841459 | 0.0 | 2023-05-15 | 76.516781 | 0.0 | -690.409834 | -0.065078 | Short | Closed |
| 6 | 6 | (entries/exits, CL) | 119.603598 | 2023-05-15 | 76.968766 | 0.0 | 2023-07-07 | 71.769448 | 0.0 | -621.857224 | -0.067551 | Long | Closed |
| 7 | 7 | (entries/exits, CL) | 121.560708 | 2023-07-07 | 71.761730 | 0.0 | 2023-07-17 | 71.776201 | 0.0 | -1.759162 | -0.000202 | Short | Closed |
| 8 | 8 | (entries/exits, CL) | 119.364059 | 2023-07-17 | 71.757345 | 0.0 | 2023-07-20 | 73.567421 | 0.0 | 216.058021 | 0.025225 | Long | Closed |
| 9 | 9 | (entries/exits, CL) | 122.003159 | 2023-07-20 | 73.569669 | 0.0 | 2023-07-28 | 72.294312 | 0.0 | 155.597649 | 0.017335 | Short | Closed |
| 10 | 10 | (entries/exits, CL) | 124.099414 | 2023-07-28 | 72.247088 | 0.0 | 2023-09-15 | 69.909980 | 0.0 | -290.033842 | -0.032349 | Long | Closed |
| 11 | 11 | (entries/exits, CL) | 143.959433 | 2023-09-15 | 69.648185 | 0.0 | 2023-10-10 | 66.522485 | 0.0 | 449.974008 | 0.044878 | Short | Closed |
| 12 | 12 | (entries/exits, CL) | 137.716498 | 2023-10-10 | 66.411980 | 0.0 | 2024-01-05 | 76.896613 | 0.0 | 1443.906958 | 0.157873 | Long | Closed |
| 13 | 13 | (entries/exits, CL) | 139.968745 | 2024-01-05 | 76.930315 | 0.0 | 2024-01-19 | 77.762313 | 0.0 | -116.453766 | -0.010815 | Short | Closed |
| 14 | 14 | (entries/exits, CL) | 134.460168 | 2024-01-19 | 77.780064 | 0.0 | 2024-04-04 | 84.550857 | 0.0 | 910.401875 | 0.087050 | Long | Closed |
| 15 | 15 | (entries/exits, CL) | 140.340126 | 2024-04-04 | 84.516612 | 0.0 | 2024-04-29 | 87.800944 | 0.0 | -460.923572 | -0.038860 | Short | Closed |
| 16 | 16 | (entries/exits, CL) | 123.815145 | 2024-04-29 | 88.065398 | 0.0 | 2024-07-17 | 96.693547 | 0.0 | 1068.295540 | 0.097974 | Long | Closed |
| 17 | 17 | (entries/exits, CL) | 143.382919 | 2024-07-17 | 96.802864 | 0.0 | 2024-08-15 | 99.164704 | 0.0 | -338.647487 | -0.024398 | Short | Closed |
| 18 | 18 | (entries/exits, CL) | 117.032792 | 2024-08-15 | 99.219622 | 0.0 | 2024-09-04 | 106.379099 | 0.0 | 837.893551 | 0.072158 | Long | Closed |
| 19 | 19 | (entries/exits, CL) | 133.423061 | 2024-09-04 | 105.907433 | 0.0 | 2024-09-26 | 100.817297 | 0.0 | 679.141510 | 0.048062 | Short | Closed |
| 20 | 20 | (entries/exits, CL) | 130.304742 | 2024-09-26 | 100.795931 | 0.0 | 2024-10-15 | 99.320081 | 0.0 | -192.310225 | -0.014642 | Long | Closed |
| 21 | 21 | (entries/exits, CL) | 178.105941 | 2024-10-15 | 97.441930 | 0.0 | 2024-11-20 | 92.349409 | 0.0 | 907.008242 | 0.052262 | Short | Open |
| 22 | 22 | (entries/exits stock two, KLAC) | 0.257559 | 2023-01-09 | 395.748967 | 0.0 | 2023-02-17 | 383.961553 | 0.0 | 3.035950 | 0.029785 | Short | Closed |
| 23 | 23 | (entries/exits stock two, KLAC) | 0.254228 | 2023-02-17 | 376.433844 | 0.0 | 2023-03-16 | 379.615349 | 0.0 | 0.808829 | 0.008452 | Long | Closed |
| 24 | 24 | (entries/exits stock two, KLAC) | 0.231417 | 2023-03-16 | 379.430943 | 0.0 | 2023-03-28 | 362.449276 | 0.0 | 3.929843 | 0.044756 | Short | Closed |
| 25 | 25 | (entries/exits stock two, KLAC) | 0.228589 | 2023-03-28 | 362.023010 | 0.0 | 2023-03-30 | 386.054491 | 0.0 | 5.493343 | 0.066381 | Long | Closed |
| 26 | 26 | (entries/exits stock two, KLAC) | 0.232922 | 2023-03-30 | 385.072122 | 0.0 | 2023-04-12 | 361.744458 | 0.0 | 5.433528 | 0.060580 | Short | Closed |
| 27 | 27 | (entries/exits stock two, KLAC) | 0.266128 | 2023-04-12 | 360.714453 | 0.0 | 2023-05-15 | 390.109368 | 0.0 | 7.822796 | 0.081491 | Long | Closed |
| 28 | 28 | (entries/exits stock two, KLAC) | 0.231537 | 2023-05-15 | 403.957144 | 0.0 | 2023-07-07 | 444.870583 | 0.0 | -9.472966 | -0.101282 | Short | Closed |
| 29 | 29 | (entries/exits stock two, KLAC) | 0.164985 | 2023-07-07 | 446.371796 | 0.0 | 2023-07-17 | 478.752546 | 0.0 | 5.342329 | 0.072542 | Long | Closed |
| 30 | 30 | (entries/exits stock two, KLAC) | 0.157965 | 2023-07-17 | 479.333401 | 0.0 | 2023-07-20 | 440.679352 | 0.0 | 6.105972 | 0.080641 | Short | Closed |
| 31 | 31 | (entries/exits stock two, KLAC) | 0.170116 | 2023-07-20 | 440.795962 | 0.0 | 2023-07-28 | 497.120936 | 0.0 | 9.581783 | 0.127780 | Long | Closed |
| 32 | 32 | (entries/exits stock two, KLAC) | 0.191896 | 2023-07-28 | 495.754578 | 0.0 | 2023-09-15 | 453.832794 | 0.0 | 8.044617 | 0.084562 | Short | Closed |
| 33 | 33 | (entries/exits stock two, KLAC) | 0.182494 | 2023-09-15 | 445.629635 | 0.0 | 2023-10-10 | 464.373254 | 0.0 | 3.420596 | 0.042061 | Long | Closed |
| 34 | 34 | (entries/exits stock two, KLAC) | 0.248675 | 2023-10-10 | 480.391239 | 0.0 | 2024-01-05 | 529.912977 | 0.0 | -12.314800 | -0.103086 | Short | Closed |
| 35 | 35 | (entries/exits stock two, KLAC) | 0.166892 | 2024-01-05 | 535.959664 | 0.0 | 2024-01-19 | 599.855546 | 0.0 | 10.663684 | 0.119218 | Long | Closed |
| 36 | 36 | (entries/exits stock two, KLAC) | 0.210921 | 2024-01-19 | 615.408921 | 0.0 | 2024-04-04 | 662.184594 | 0.0 | -9.865993 | -0.076007 | Short | Closed |
| 37 | 37 | (entries/exits stock two, KLAC) | 0.163244 | 2024-04-04 | 662.574989 | 0.0 | 2024-04-29 | 697.630558 | 0.0 | 5.722599 | 0.052908 | Long | Closed |
| 38 | 38 | (entries/exits stock two, KLAC) | 0.182258 | 2024-04-29 | 719.563807 | 0.0 | 2024-07-17 | 776.118267 | 0.0 | -10.307489 | -0.078595 | Short | Closed |
| 39 | 39 | (entries/exits stock two, KLAC) | 0.172145 | 2024-07-17 | 762.811198 | 0.0 | 2024-08-15 | 812.658382 | 0.0 | 8.580937 | 0.065347 | Long | Closed |
| 40 | 40 | (entries/exits stock two, KLAC) | 0.150064 | 2024-08-15 | 815.171069 | 0.0 | 2024-09-04 | 742.423211 | 0.0 | 10.916826 | 0.089242 | Short | Closed |
| 41 | 41 | (entries/exits stock two, KLAC) | 0.162756 | 2024-09-04 | 735.422728 | 0.0 | 2024-09-26 | 791.414339 | 0.0 | 9.112977 | 0.076135 | Long | Closed |
| 42 | 42 | (entries/exits stock two, KLAC) | 0.149634 | 2024-09-26 | 794.800430 | 0.0 | 2024-10-15 | 711.576545 | 0.0 | 12.453152 | 0.104710 | Short | Closed |
| 43 | 43 | (entries/exits stock two, KLAC) | 0.216853 | 2024-10-15 | 687.759233 | 0.0 | 2024-11-20 | 618.942549 | 0.0 | -14.923095 | -0.100059 | Long | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 16232.104726 |
| Total Return [%] | 62.321047 |
| Max Gross Exposure [%] | 112.442066 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 7.814698 |
| Max Drawdown Duration | 57 days 00:00:00 |
| Profit Factor | 4.515497 |
| Expectancy | 13.697304 |
| Sharpe Ratio | 1.88672 |
| Calmar Ratio | 5.684698 |
| Omega Ratio | 1.312553 |
| Sortino Ratio | 2.853778 |
| Skew | -0.003077 |
| Kurtosis | 2.560642 |
| Tail Ratio | 1.021654 |
| Common Sense Ratio | 1.475515 |
| Value at Risk | -0.016907 |
| Alpha | 0.481379 |
| Beta | -0.019244 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, CL) | 137.169576 | 2023-05-25 | 72.393083 | 0.0 | 2023-07-07 | 71.767967 | 0.0 | -85.746903 | -0.008635 | Long | Closed |
| 1 | 1 | (entries/exits, CL) | 139.510456 | 2023-07-07 | 71.761730 | 0.0 | 2023-07-17 | 71.776194 | 0.0 | -2.017952 | -0.000202 | Short | Closed |
| 2 | 2 | (entries/exits, CL) | 136.995056 | 2023-07-17 | 71.757353 | 0.0 | 2023-07-20 | 73.567421 | 0.0 | 247.970330 | 0.025225 | Long | Closed |
| 3 | 3 | (entries/exits, CL) | 140.027474 | 2023-07-20 | 73.569671 | 0.0 | 2023-07-28 | 72.294296 | 0.0 | 178.587532 | 0.017336 | Short | Closed |
| 4 | 4 | (entries/exits, CL) | 142.449566 | 2023-07-28 | 72.247010 | 0.0 | 2023-09-15 | 69.910056 | 0.0 | -332.898093 | -0.032347 | Long | Closed |
| 5 | 5 | (entries/exits, CL) | 165.234102 | 2023-09-15 | 69.648242 | 0.0 | 2023-10-10 | 66.522451 | 0.0 | 516.487190 | 0.044880 | Short | Closed |
| 6 | 6 | (entries/exits, CL) | 158.092764 | 2023-10-10 | 66.412812 | 0.0 | 2024-01-05 | 76.895668 | 0.0 | 1657.263730 | 0.157844 | Long | Closed |
| 7 | 7 | (entries/exits, CL) | 160.644877 | 2024-01-05 | 76.930328 | 0.0 | 2024-01-19 | 77.762320 | 0.0 | -133.655289 | -0.010815 | Short | Closed |
| 8 | 8 | (entries/exits, CL) | 154.342413 | 2024-01-19 | 77.780677 | 0.0 | 2024-04-04 | 84.550590 | 0.0 | 1044.884666 | 0.087038 | Long | Closed |
| 9 | 9 | (entries/exits, CL) | 161.063693 | 2024-04-04 | 84.516626 | 0.0 | 2024-04-29 | 87.800929 | 0.0 | -528.981943 | -0.038860 | Short | Closed |
| 10 | 10 | (entries/exits, CL) | 142.121031 | 2024-04-29 | 88.065860 | 0.0 | 2024-07-17 | 96.692648 | 0.0 | 1226.047986 | 0.097958 | Long | Closed |
| 11 | 11 | (entries/exits, CL) | 164.556192 | 2024-07-17 | 96.802823 | 0.0 | 2024-08-15 | 99.164589 | 0.0 | -388.643128 | -0.024398 | Short | Closed |
| 12 | 12 | (entries/exits, CL) | 134.324493 | 2024-08-15 | 99.219890 | 0.0 | 2024-09-04 | 106.378961 | 0.0 | 961.638487 | 0.072154 | Long | Closed |
| 13 | 13 | (entries/exits, CL) | 153.129405 | 2024-09-04 | 105.907365 | 0.0 | 2024-09-26 | 100.817312 | 0.0 | 779.436867 | 0.048061 | Short | Closed |
| 14 | 14 | (entries/exits, CL) | 149.559339 | 2024-09-26 | 100.795855 | 0.0 | 2024-10-15 | 99.320048 | 0.0 | -220.720779 | -0.014642 | Long | Closed |
| 15 | 15 | (entries/exits, CL) | 242.010439 | 2024-10-15 | 96.498819 | 0.0 | 2025-01-03 | 89.598125 | 0.0 | 1670.040086 | 0.071511 | Short | Closed |
| 16 | 16 | (entries/exits, CL) | 186.569259 | 2025-01-03 | 88.607444 | 0.0 | 2025-02-25 | 91.217019 | 0.0 | 486.866549 | 0.029451 | Long | Closed |
| 17 | 17 | (entries/exits, CL) | 279.339377 | 2025-02-25 | 90.855243 | 0.0 | 2025-04-17 | 93.976398 | 0.0 | -871.861339 | -0.034353 | Short | Open |
| 18 | 18 | (entries/exits stock two, KLAC) | 0.243204 | 2023-05-25 | 429.634059 | 0.0 | 2023-07-07 | 448.730579 | 0.0 | -4.644351 | -0.044448 | Short | Closed |
| 19 | 19 | (entries/exits stock two, KLAC) | 0.197426 | 2023-07-07 | 446.371769 | 0.0 | 2023-07-17 | 478.753016 | 0.0 | 6.392911 | 0.072543 | Long | Closed |
| 20 | 20 | (entries/exits stock two, KLAC) | 0.189034 | 2023-07-17 | 479.333250 | 0.0 | 2023-07-20 | 440.679352 | 0.0 | 7.306913 | 0.080641 | Short | Closed |
| 21 | 21 | (entries/exits stock two, KLAC) | 0.203577 | 2023-07-20 | 440.795923 | 0.0 | 2023-07-28 | 497.122034 | 0.0 | 11.466690 | 0.127783 | Long | Closed |
| 22 | 22 | (entries/exits stock two, KLAC) | 0.229663 | 2023-07-28 | 495.753364 | 0.0 | 2023-09-15 | 453.833587 | 0.0 | 9.627424 | 0.084558 | Short | Closed |
| 23 | 23 | (entries/exits stock two, KLAC) | 0.218402 | 2023-09-15 | 445.629729 | 0.0 | 2023-10-10 | 464.373619 | 0.0 | 4.093697 | 0.042062 | Long | Closed |
| 24 | 24 | (entries/exits stock two, KLAC) | 0.297616 | 2023-10-10 | 480.390874 | 0.0 | 2024-01-05 | 529.911347 | 0.0 | -14.738083 | -0.103084 | Short | Closed |
| 25 | 25 | (entries/exits stock two, KLAC) | 0.199715 | 2024-01-05 | 535.959623 | 0.0 | 2024-01-19 | 599.856787 | 0.0 | 12.761229 | 0.119220 | Long | Closed |
| 26 | 26 | (entries/exits stock two, KLAC) | 0.252425 | 2024-01-19 | 615.410570 | 0.0 | 2024-04-04 | 662.185022 | 0.0 | -11.807030 | -0.076005 | Short | Closed |
| 27 | 27 | (entries/exits stock two, KLAC) | 0.195338 | 2024-04-04 | 662.575375 | 0.0 | 2024-04-29 | 697.632722 | 0.0 | 6.848031 | 0.052911 | Long | Closed |
| 28 | 28 | (entries/exits stock two, KLAC) | 0.218115 | 2024-04-29 | 719.564375 | 0.0 | 2024-07-17 | 776.118277 | 0.0 | -12.335259 | -0.078595 | Short | Closed |
| 29 | 29 | (entries/exits stock two, KLAC) | 0.205973 | 2024-07-17 | 762.813897 | 0.0 | 2024-08-15 | 812.662798 | 0.0 | 10.267537 | 0.065349 | Long | Closed |
| 30 | 30 | (entries/exits stock two, KLAC) | 0.179585 | 2024-08-15 | 815.168483 | 0.0 | 2024-09-04 | 742.425378 | 0.0 | 13.063564 | 0.089237 | Short | Closed |
| 31 | 31 | (entries/exits stock two, KLAC) | 0.194758 | 2024-09-04 | 735.423539 | 0.0 | 2024-09-26 | 791.416121 | 0.0 | 10.904988 | 0.076137 | Long | Closed |
| 32 | 32 | (entries/exits stock two, KLAC) | 0.179069 | 2024-09-26 | 794.799542 | 0.0 | 2024-10-15 | 711.578493 | 0.0 | 14.902322 | 0.104707 | Short | Closed |
| 33 | 33 | (entries/exits stock two, KLAC) | 0.300044 | 2024-10-15 | 680.723055 | 0.0 | 2025-01-03 | 652.413966 | 0.0 | -8.493986 | -0.041587 | Long | Closed |
| 34 | 34 | (entries/exits stock two, KLAC) | 0.271932 | 2025-01-03 | 665.921416 | 0.0 | 2025-02-25 | 722.289721 | 0.0 | -15.328334 | -0.084647 | Short | Closed |
| 35 | 35 | (entries/exits stock two, KLAC) | 0.343022 | 2025-02-25 | 691.065455 | 0.0 | 2025-04-17 | 653.512360 | 0.0 | -12.881534 | -0.054341 | Long | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 16329.945135 |
| Total Return [%] | 63.299451 |
| Max Gross Exposure [%] | 112.512447 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 8.051095 |
| Max Drawdown Duration | 57 days 00:00:00 |
| Profit Factor | 5.27837 |
| Expectancy | 12.392144 |
| Sharpe Ratio | 1.872731 |
| Calmar Ratio | 5.599773 |
| Omega Ratio | 1.314931 |
| Sortino Ratio | 2.838072 |
| Skew | 0.00596 |
| Kurtosis | 2.353282 |
| Tail Ratio | 1.080142 |
| Common Sense Ratio | 1.567117 |
| Value at Risk | -0.017006 |
| Alpha | 0.491587 |
| Beta | -0.015952 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, CL) | 137.537138 | 2023-11-03 | 71.965948 | 0.0 | 2024-01-05 | 76.904202 | 0.0 | 679.193286 | 0.068619 | Long | Closed |
| 1 | 1 | (entries/exits, CL) | 139.805216 | 2024-01-05 | 76.930508 | 0.0 | 2024-01-19 | 77.762416 | 0.0 | -116.305018 | -0.010814 | Short | Closed |
| 2 | 2 | (entries/exits, CL) | 134.558383 | 2024-01-19 | 77.789107 | 0.0 | 2024-04-04 | 84.546914 | 0.0 | 909.319525 | 0.086873 | Long | Closed |
| 3 | 3 | (entries/exits, CL) | 140.080540 | 2024-04-04 | 84.516818 | 0.0 | 2024-04-29 | 87.800718 | 0.0 | -460.010417 | -0.038855 | Short | Closed |
| 4 | 4 | (entries/exits, CL) | 123.875707 | 2024-04-29 | 88.072210 | 0.0 | 2024-07-17 | 96.680265 | 0.0 | 1066.328910 | 0.097739 | Long | Closed |
| 5 | 5 | (entries/exits, CL) | 143.122573 | 2024-07-17 | 96.802262 | 0.0 | 2024-08-15 | 99.163001 | 0.0 | -337.875163 | -0.024387 | Short | Closed |
| 6 | 6 | (entries/exits, CL) | 116.942956 | 2024-08-15 | 99.223582 | 0.0 | 2024-09-04 | 106.377051 | 0.0 | 836.547871 | 0.072094 | Long | Closed |
| 7 | 7 | (entries/exits, CL) | 133.230108 | 2024-09-04 | 105.906435 | 0.0 | 2024-09-26 | 100.817517 | 0.0 | 677.997096 | 0.048051 | Short | Closed |
| 8 | 8 | (entries/exits, CL) | 130.229887 | 2024-09-26 | 100.794811 | 0.0 | 2024-10-15 | 99.319588 | 0.0 | -192.118132 | -0.014636 | Long | Closed |
| 9 | 9 | (entries/exits, CL) | 210.425449 | 2024-10-15 | 96.504905 | 0.0 | 2025-01-03 | 89.596410 | 0.0 | 1453.723075 | 0.071587 | Short | Closed |
| 10 | 10 | (entries/exits, CL) | 162.493536 | 2025-01-03 | 88.604998 | 0.0 | 2025-02-25 | 91.209983 | 0.0 | 423.293205 | 0.029400 | Long | Closed |
| 11 | 11 | (entries/exits, CL) | 275.658807 | 2025-02-25 | 90.904375 | 0.0 | 2025-05-12 | 90.174423 | 0.0 | 201.217532 | 0.008030 | Short | Closed |
| 12 | 12 | (entries/exits, CL) | 169.486616 | 2025-05-12 | 88.610834 | 0.0 | 2025-07-22 | 88.708823 | 0.0 | 16.607764 | 0.001106 | Long | Closed |
| 13 | 13 | (entries/exits, CL) | 194.908732 | 2025-07-22 | 88.232236 | 0.0 | 2025-08-12 | 84.978566 | 0.0 | 634.168587 | 0.036876 | Short | Closed |
| 14 | 14 | (entries/exits, CL) | 183.416663 | 2025-08-12 | 84.970000 | 0.0 | 2025-08-15 | 85.070000 | 0.0 | 18.341548 | 0.001177 | Long | Closed |
| 15 | 15 | (entries/exits, CL) | 208.486183 | 2025-08-15 | 84.949562 | 0.0 | 2025-09-10 | 83.404859 | 0.0 | 322.049103 | 0.018184 | Short | Closed |
| 16 | 16 | (entries/exits, CL) | 191.724520 | 2025-09-10 | 83.199997 | 0.0 | 2025-09-11 | 84.059998 | 0.0 | 164.883204 | 0.010337 | Long | Open |
| 17 | 17 | (entries/exits stock two, KLAC) | 0.356810 | 2023-11-03 | 502.402945 | 0.0 | 2024-01-05 | 537.986388 | 0.0 | -12.696528 | -0.070827 | Short | Closed |
| 18 | 18 | (entries/exits stock two, KLAC) | 0.272376 | 2024-01-05 | 535.959057 | 0.0 | 2024-01-19 | 599.873901 | 0.0 | 17.408878 | 0.119253 | Long | Closed |
| 19 | 19 | (entries/exits stock two, KLAC) | 0.344642 | 2024-01-19 | 615.433267 | 0.0 | 2024-04-04 | 662.190909 | 0.0 | -16.114625 | -0.075975 | Short | Closed |
| 20 | 20 | (entries/exits stock two, KLAC) | 0.266185 | 2024-04-04 | 662.580704 | 0.0 | 2024-04-29 | 697.662583 | 0.0 | 9.338278 | 0.052947 | Long | Closed |
| 21 | 21 | (entries/exits stock two, KLAC) | 0.297689 | 2024-04-29 | 719.572154 | 0.0 | 2024-07-17 | 776.118370 | 0.0 | -16.833174 | -0.078583 | Short | Closed |
| 22 | 22 | (entries/exits stock two, KLAC) | 0.280376 | 2024-07-17 | 762.851176 | 0.0 | 2024-08-15 | 812.723769 | 0.0 | 13.983098 | 0.065377 | Long | Closed |
| 23 | 23 | (entries/exits stock two, KLAC) | 0.245055 | 2024-08-15 | 815.132843 | 0.0 | 2024-09-04 | 742.455257 | 0.0 | 17.810004 | 0.089160 | Short | Closed |
| 24 | 24 | (entries/exits stock two, KLAC) | 0.265453 | 2024-09-04 | 735.434738 | 0.0 | 2024-09-26 | 791.440715 | 0.0 | 14.866951 | 0.076154 | Long | Closed |
| 25 | 25 | (entries/exits stock two, KLAC) | 0.244318 | 2024-09-26 | 794.787301 | 0.0 | 2024-10-15 | 711.605364 | 0.0 | 20.322864 | 0.104659 | Short | Closed |
| 26 | 26 | (entries/exits stock two, KLAC) | 0.408686 | 2024-10-15 | 680.792874 | 0.0 | 2025-01-03 | 652.415114 | 0.0 | -11.597605 | -0.041683 | Long | Closed |
| 27 | 27 | (entries/exits stock two, KLAC) | 0.370904 | 2025-01-03 | 665.925330 | 0.0 | 2025-02-25 | 722.299320 | 0.0 | -20.909327 | -0.084655 | Short | Closed |
| 28 | 28 | (entries/exits stock two, KLAC) | 0.510822 | 2025-02-25 | 689.193168 | 0.0 | 2025-05-12 | 728.450429 | 0.0 | 20.053463 | 0.056961 | Long | Closed |
| 29 | 29 | (entries/exits stock two, KLAC) | 0.345731 | 2025-05-12 | 770.121738 | 0.0 | 2025-07-22 | 873.705727 | 0.0 | -35.812171 | -0.134503 | Short | Closed |
| 30 | 30 | (entries/exits stock two, KLAC) | 0.262403 | 2025-07-22 | 889.427545 | 0.0 | 2025-08-12 | 930.658515 | 0.0 | 10.819124 | 0.046357 | Long | Closed |
| 31 | 31 | (entries/exits stock two, KLAC) | 0.229550 | 2025-08-12 | 933.509221 | 0.0 | 2025-08-15 | 875.085861 | 0.0 | 13.411092 | 0.062585 | Short | Closed |
| 32 | 32 | (entries/exits stock two, KLAC) | 0.267156 | 2025-08-15 | 872.486721 | 0.0 | 2025-09-10 | 927.862767 | 0.0 | 14.794036 | 0.063469 | Long | Closed |
| 33 | 33 | (entries/exits stock two, KLAC) | 0.234942 | 2025-09-10 | 932.630005 | 0.0 | 2025-09-11 | 959.280029 | 0.0 | -6.261199 | -0.028575 | Short | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 13643.205106 |
| Total Return [%] | 36.432051 |
| Max Gross Exposure [%] | 155.36251 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 15.722399 |
| Max Drawdown Duration | 212 days 00:00:00 |
| Profit Factor | 1.886375 |
| Expectancy | 6.30938 |
| Sharpe Ratio | 1.44186 |
| Calmar Ratio | 1.690847 |
| Omega Ratio | 1.239853 |
| Sortino Ratio | 2.134681 |
| Skew | -0.330409 |
| Kurtosis | 4.853518 |
| Tail Ratio | 1.188443 |
| Common Sense Ratio | 1.504381 |
| Value at Risk | -0.012987 |
| Alpha | 0.310081 |
| Beta | -0.054514 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, CSGP) | 51.729233 | 2023-01-05 | 74.901182 | 0.0 | 2023-01-12 | 80.215516 | 0.0 | 274.906443 | 0.070951 | Long | Closed |
| 1 | 1 | (entries/exits, CSGP) | 59.046599 | 2023-01-12 | 79.779653 | 0.0 | 2023-02-14 | 77.065365 | 0.0 | 160.269491 | 0.034022 | Short | Closed |
| 2 | 2 | (entries/exits, CSGP) | 66.628371 | 2023-02-14 | 75.104687 | 0.0 | 2023-04-26 | 71.480954 | 0.0 | -241.443434 | -0.048249 | Long | Closed |
| 3 | 3 | (entries/exits, CSGP) | 65.722586 | 2023-04-26 | 73.909613 | 0.0 | 2023-07-26 | 83.224647 | 0.0 | -612.208124 | -0.126033 | Short | Closed |
| 4 | 4 | (entries/exits, CSGP) | 48.564957 | 2023-07-26 | 83.865444 | 0.0 | 2023-08-30 | 82.498856 | 0.0 | -66.368310 | -0.016295 | Long | Closed |
| 5 | 5 | (entries/exits, CSGP) | 47.992448 | 2023-08-30 | 82.527575 | 0.0 | 2023-09-15 | 79.215048 | 0.0 | 158.976286 | 0.040138 | Short | Closed |
| 6 | 6 | (entries/exits, CSGP) | 53.523959 | 2023-09-15 | 78.890600 | 0.0 | 2023-10-05 | 79.442571 | 0.0 | 29.543675 | 0.006997 | Long | Closed |
| 7 | 7 | (entries/exits, CSGP) | 56.537885 | 2023-10-05 | 79.487160 | 0.0 | 2023-10-19 | 74.172033 | 0.0 | 300.506050 | 0.066868 | Short | Closed |
| 8 | 8 | (entries/exits, CSGP) | 63.621286 | 2023-10-19 | 73.870893 | 0.0 | 2023-11-10 | 79.134284 | 0.0 | 334.863730 | 0.071251 | Long | Closed |
| 9 | 9 | (entries/exits, CSGP) | 78.924434 | 2023-11-10 | 80.703963 | 0.0 | 2024-02-16 | 82.666058 | 0.0 | -154.857230 | -0.024312 | Short | Closed |
| 10 | 10 | (entries/exits, CSGP) | 52.428560 | 2024-02-16 | 81.448104 | 0.0 | 2024-02-28 | 86.196017 | 0.0 | 248.926272 | 0.058294 | Long | Closed |
| 11 | 11 | (entries/exits, CSGP) | 60.779975 | 2024-02-28 | 87.353085 | 0.0 | 2024-04-12 | 91.158373 | 0.0 | -231.285306 | -0.043562 | Short | Closed |
| 12 | 12 | (entries/exits, CSGP) | 63.820707 | 2024-04-12 | 87.793878 | 0.0 | 2024-07-12 | 77.206912 | 0.0 | -675.667639 | -0.120589 | Long | Closed |
| 13 | 13 | (entries/exits, CSGP) | 57.906375 | 2024-07-12 | 75.847808 | 0.0 | 2024-08-02 | 75.405144 | 0.0 | 25.633052 | 0.005836 | Short | Closed |
| 14 | 14 | (entries/exits, CSGP) | 59.556703 | 2024-08-02 | 75.097877 | 0.0 | 2024-08-26 | 77.617782 | 0.0 | 150.077236 | 0.033555 | Long | Closed |
| 15 | 15 | (entries/exits, CSGP) | 61.513440 | 2024-08-26 | 77.790825 | 0.0 | 2024-09-17 | 75.925745 | 0.0 | 114.727518 | 0.023976 | Short | Closed |
| 16 | 16 | (entries/exits, CSGP) | 64.256190 | 2024-09-17 | 75.618018 | 0.0 | 2024-10-17 | 78.146005 | 0.0 | 162.438779 | 0.033431 | Long | Closed |
| 17 | 17 | (entries/exits, CSGP) | 59.195915 | 2024-10-17 | 78.291788 | 0.0 | 2024-10-23 | 72.903357 | 0.0 | 318.973139 | 0.068825 | Short | Closed |
| 18 | 18 | (entries/exits, CSGP) | 67.137000 | 2024-10-23 | 72.840769 | 0.0 | 2024-11-07 | 76.228765 | 0.0 | 227.459866 | 0.046512 | Long | Closed |
| 19 | 19 | (entries/exits, CSGP) | 67.105027 | 2024-11-07 | 76.266805 | 0.0 | 2024-11-15 | 71.357222 | 0.0 | 329.457705 | 0.064374 | Short | Closed |
| 20 | 20 | (entries/exits, CSGP) | 72.672705 | 2024-11-15 | 71.260393 | 0.0 | 2024-11-20 | 76.214142 | 0.0 | 360.002385 | 0.069516 | Long | Open |
| 21 | 21 | (entries/exits stock two, EXC) | 161.973325 | 2023-01-05 | 38.599274 | 0.0 | 2023-01-12 | 39.143058 | 0.0 | -88.078526 | -0.014088 | Short | Closed |
| 22 | 22 | (entries/exits stock two, EXC) | 175.884995 | 2023-01-12 | 38.957599 | 0.0 | 2023-02-14 | 37.886440 | 0.0 | -188.400860 | -0.027496 | Long | Closed |
| 23 | 23 | (entries/exits stock two, EXC) | 211.555162 | 2023-02-14 | 37.731835 | 0.0 | 2023-04-26 | 38.643659 | 0.0 | -192.901249 | -0.024166 | Short | Closed |
| 24 | 24 | (entries/exits stock two, EXC) | 172.375045 | 2023-04-26 | 38.756498 | 0.0 | 2023-07-26 | 39.251070 | 0.0 | 85.251787 | 0.012761 | Long | Closed |
| 25 | 25 | (entries/exits stock two, EXC) | 166.751137 | 2023-07-26 | 39.310898 | 0.0 | 2023-08-30 | 37.396191 | 0.0 | 319.279423 | 0.048707 | Short | Closed |
| 26 | 26 | (entries/exits stock two, EXC) | 157.345389 | 2023-08-30 | 37.415650 | 0.0 | 2023-09-15 | 38.539739 | 0.0 | 176.870174 | 0.030043 | Long | Closed |
| 27 | 27 | (entries/exits stock two, EXC) | 188.867155 | 2023-09-15 | 38.059367 | 0.0 | 2023-10-05 | 34.631418 | 0.0 | 647.426875 | 0.090068 | Short | Closed |
| 28 | 28 | (entries/exits stock two, EXC) | 190.783287 | 2023-10-05 | 34.700800 | 0.0 | 2023-10-19 | 36.788920 | 0.0 | 398.378478 | 0.060175 | Long | Closed |
| 29 | 29 | (entries/exits stock two, EXC) | 215.534159 | 2023-10-19 | 36.749960 | 0.0 | 2023-11-10 | 36.529944 | 0.0 | 47.420927 | 0.005987 | Short | Closed |
| 30 | 30 | (entries/exits stock two, EXC) | 244.717089 | 2023-11-10 | 35.888795 | 0.0 | 2024-02-16 | 32.983003 | 0.0 | -711.097096 | -0.080967 | Long | Closed |
| 31 | 31 | (entries/exits stock two, EXC) | 207.163301 | 2024-02-16 | 32.638165 | 0.0 | 2024-02-28 | 33.479265 | 0.0 | -174.245028 | -0.025770 | Short | Closed |
| 32 | 32 | (entries/exits stock two, EXC) | 214.693429 | 2024-02-28 | 33.565787 | 0.0 | 2024-04-12 | 34.489698 | 0.0 | 198.357558 | 0.027525 | Long | Closed |
| 33 | 33 | (entries/exits stock two, EXC) | 265.783279 | 2024-04-12 | 34.438979 | 0.0 | 2024-07-12 | 34.024116 | 0.0 | 110.263609 | 0.012046 | Short | Closed |
| 34 | 34 | (entries/exits stock two, EXC) | 188.946576 | 2024-07-12 | 33.632707 | 0.0 | 2024-08-02 | 36.859144 | 0.0 | 609.624192 | 0.095932 | Long | Closed |
| 35 | 35 | (entries/exits stock two, EXC) | 193.579466 | 2024-08-02 | 36.899391 | 0.0 | 2024-08-26 | 36.571129 | 0.0 | 63.544671 | 0.008896 | Short | Closed |
| 36 | 36 | (entries/exits stock two, EXC) | 188.130623 | 2024-08-26 | 36.601494 | 0.0 | 2024-09-17 | 38.686460 | 0.0 | 392.245923 | 0.056964 | Long | Closed |
| 37 | 37 | (entries/exits stock two, EXC) | 207.782241 | 2024-09-17 | 38.672641 | 0.0 | 2024-10-17 | 39.237389 | 0.0 | -117.344554 | -0.014603 | Short | Closed |
| 38 | 38 | (entries/exits stock two, EXC) | 183.050919 | 2024-10-17 | 39.283525 | 0.0 | 2024-10-23 | 39.259828 | 0.0 | -4.337778 | -0.000603 | Long | Closed |
| 39 | 39 | (entries/exits stock two, EXC) | 211.681812 | 2024-10-23 | 39.047018 | 0.0 | 2024-11-07 | 36.730370 | 0.0 | 490.392237 | 0.059330 | Short | Closed |
| 40 | 40 | (entries/exits stock two, EXC) | 212.921041 | 2024-11-07 | 36.711596 | 0.0 | 2024-11-15 | 38.056937 | 0.0 | 286.451388 | 0.036646 | Long | Closed |
| 41 | 41 | (entries/exits stock two, EXC) | 222.024738 | 2024-11-15 | 38.054805 | 0.0 | 2024-11-20 | 37.698217 | 0.0 | 79.171370 | 0.009370 | Short | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 17140.482557 |
| Total Return [%] | 71.404826 |
| Max Gross Exposure [%] | 193.221185 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 14.315268 |
| Max Drawdown Duration | 190 days 00:00:00 |
| Profit Factor | 2.51075 |
| Expectancy | 13.356811 |
| Sharpe Ratio | 2.307928 |
| Calmar Ratio | 3.528878 |
| Omega Ratio | 1.401151 |
| Sortino Ratio | 3.594879 |
| Skew | -0.202865 |
| Kurtosis | 3.830583 |
| Tail Ratio | 1.357377 |
| Common Sense Ratio | 2.04308 |
| Value at Risk | -0.012851 |
| Alpha | 0.520538 |
| Beta | 0.031191 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, CSGP) | 57.017966 | 2023-05-26 | 79.546843 | 0.0 | 2023-07-26 | 84.781178 | 0.0 | -298.451141 | -0.065802 | Short | Closed |
| 1 | 1 | (entries/exits, CSGP) | 52.940241 | 2023-07-26 | 83.857701 | 0.0 | 2023-08-30 | 82.497250 | 0.0 | -72.022570 | -0.016223 | Long | Closed |
| 2 | 2 | (entries/exits, CSGP) | 52.244850 | 2023-08-30 | 82.527694 | 0.0 | 2023-09-15 | 79.215114 | 0.0 | 173.065229 | 0.040139 | Short | Closed |
| 3 | 3 | (entries/exits, CSGP) | 58.357728 | 2023-09-15 | 78.887004 | 0.0 | 2023-10-05 | 79.441775 | 0.0 | 32.375218 | 0.007032 | Long | Closed |
| 4 | 4 | (entries/exits, CSGP) | 61.572449 | 2023-10-05 | 79.488319 | 0.0 | 2023-10-19 | 74.166495 | 0.0 | 327.677769 | 0.066951 | Short | Closed |
| 5 | 5 | (entries/exits, CSGP) | 69.399621 | 2023-10-19 | 73.869753 | 0.0 | 2023-11-10 | 79.126170 | 0.0 | 364.793343 | 0.071158 | Long | Closed |
| 6 | 6 | (entries/exits, CSGP) | 85.787687 | 2023-11-10 | 80.704699 | 0.0 | 2024-02-16 | 82.668615 | 0.0 | -168.479773 | -0.024335 | Short | Closed |
| 7 | 7 | (entries/exits, CSGP) | 57.053144 | 2024-02-16 | 81.448845 | 0.0 | 2024-02-28 | 86.193541 | 0.0 | 270.699805 | 0.058254 | Long | Closed |
| 8 | 8 | (entries/exits, CSGP) | 65.980659 | 2024-02-28 | 87.348000 | 0.0 | 2024-04-12 | 91.151905 | 0.0 | -250.984184 | -0.043549 | Short | Closed |
| 9 | 9 | (entries/exits, CSGP) | 69.756642 | 2024-04-12 | 87.760065 | 0.0 | 2024-07-12 | 77.223440 | 0.0 | -734.999568 | -0.120062 | Long | Closed |
| 10 | 10 | (entries/exits, CSGP) | 63.096239 | 2024-07-12 | 75.848537 | 0.0 | 2024-08-02 | 75.403334 | 0.0 | 28.090608 | 0.005870 | Short | Closed |
| 11 | 11 | (entries/exits, CSGP) | 65.038375 | 2024-08-02 | 75.095166 | 0.0 | 2024-08-26 | 77.614034 | 0.0 | 163.823130 | 0.033542 | Long | Closed |
| 12 | 12 | (entries/exits, CSGP) | 67.060693 | 2024-08-26 | 77.791126 | 0.0 | 2024-09-17 | 75.923075 | 0.0 | 125.272841 | 0.024014 | Short | Closed |
| 13 | 13 | (entries/exits, CSGP) | 70.192809 | 2024-09-17 | 75.616297 | 0.0 | 2024-10-17 | 78.143141 | 0.0 | 177.366232 | 0.033417 | Long | Closed |
| 14 | 14 | (entries/exits, CSGP) | 64.514910 | 2024-10-17 | 78.292191 | 0.0 | 2024-10-23 | 72.902375 | 0.0 | 347.723514 | 0.068842 | Short | Closed |
| 15 | 15 | (entries/exits, CSGP) | 73.219590 | 2024-10-23 | 72.841093 | 0.0 | 2024-11-07 | 76.227620 | 0.0 | 247.960067 | 0.046492 | Long | Closed |
| 16 | 16 | (entries/exits, CSGP) | 73.100535 | 2024-11-07 | 76.267078 | 0.0 | 2024-11-15 | 71.355598 | 0.0 | 359.031819 | 0.064398 | Short | Closed |
| 17 | 17 | (entries/exits, CSGP) | 79.184690 | 2024-11-15 | 71.260561 | 0.0 | 2024-11-22 | 79.544682 | 0.0 | 655.975597 | 0.116251 | Long | Closed |
| 18 | 18 | (entries/exits, CSGP) | 86.161169 | 2024-11-22 | 79.361290 | 0.0 | 2024-12-17 | 73.788204 | 0.0 | 480.183618 | 0.070224 | Short | Closed |
| 19 | 19 | (entries/exits, CSGP) | 88.280229 | 2024-12-17 | 72.943353 | 0.0 | 2025-01-27 | 75.877279 | 0.0 | 259.007639 | 0.040222 | Long | Closed |
| 20 | 20 | (entries/exits, CSGP) | 77.445884 | 2025-01-27 | 76.451690 | 0.0 | 2025-02-12 | 73.401789 | 0.0 | 236.202231 | 0.039893 | Short | Closed |
| 21 | 21 | (entries/exits, CSGP) | 84.251241 | 2025-02-12 | 73.413879 | 0.0 | 2025-03-07 | 79.202033 | 0.0 | 487.659207 | 0.078843 | Long | Closed |
| 22 | 22 | (entries/exits, CSGP) | 89.267388 | 2025-03-07 | 79.136528 | 0.0 | 2025-04-03 | 76.764530 | 0.0 | 211.742121 | 0.029973 | Short | Closed |
| 23 | 23 | (entries/exits, CSGP) | 92.716050 | 2025-04-03 | 76.106443 | 0.0 | 2025-04-17 | 79.537272 | 0.0 | 318.092917 | 0.045079 | Long | Open |
| 24 | 24 | (entries/exits stock two, EXC) | 181.107619 | 2023-05-26 | 36.190722 | 0.0 | 2023-07-26 | 39.356964 | 0.0 | 573.430672 | 0.087488 | Long | Closed |
| 25 | 25 | (entries/exits stock two, EXC) | 189.642432 | 2023-07-26 | 39.308541 | 0.0 | 2023-08-30 | 37.396054 | 0.0 | 362.688703 | 0.048653 | Short | Closed |
| 26 | 26 | (entries/exits stock two, EXC) | 178.776813 | 2023-08-30 | 37.415709 | 0.0 | 2023-09-15 | 38.540178 | 0.0 | 201.028991 | 0.030053 | Long | Closed |
| 27 | 27 | (entries/exits stock two, EXC) | 215.028583 | 2023-09-15 | 38.055261 | 0.0 | 2023-10-05 | 34.631475 | 0.0 | 736.211769 | 0.089969 | Short | Closed |
| 28 | 28 | (entries/exits stock two, EXC) | 216.890500 | 2023-10-05 | 34.699080 | 0.0 | 2023-10-19 | 36.789619 | 0.0 | 453.418179 | 0.060248 | Long | Closed |
| 29 | 29 | (entries/exits stock two, EXC) | 245.309763 | 2023-10-19 | 36.749080 | 0.0 | 2023-11-10 | 36.530108 | 0.0 | 53.716019 | 0.005959 | Short | Closed |
| 30 | 30 | (entries/exits stock two, EXC) | 276.668245 | 2023-11-10 | 35.901809 | 0.0 | 2024-02-16 | 32.975465 | 0.0 | -809.626458 | -0.081510 | Long | Closed |
| 31 | 31 | (entries/exits stock two, EXC) | 235.358023 | 2024-02-16 | 32.638183 | 0.0 | 2024-02-28 | 33.479635 | 0.0 | -198.042479 | -0.025781 | Short | Closed |
| 32 | 32 | (entries/exits stock two, EXC) | 243.141424 | 2024-02-28 | 33.563166 | 0.0 | 2024-04-12 | 34.488839 | 0.0 | 225.069373 | 0.027580 | Long | Closed |
| 33 | 33 | (entries/exits stock two, EXC) | 302.512944 | 2024-04-12 | 34.437983 | 0.0 | 2024-07-12 | 34.023900 | 0.0 | 125.265274 | 0.012024 | Short | Closed |
| 34 | 34 | (entries/exits stock two, EXC) | 214.920289 | 2024-07-12 | 33.632237 | 0.0 | 2024-08-02 | 36.862284 | 0.0 | 694.202580 | 0.096040 | Long | Closed |
| 35 | 35 | (entries/exits stock two, EXC) | 220.590553 | 2024-08-02 | 36.898846 | 0.0 | 2024-08-26 | 36.571084 | 0.0 | 72.301257 | 0.008883 | Short | Closed |
| 36 | 36 | (entries/exits stock two, EXC) | 214.133033 | 2024-08-26 | 36.601186 | 0.0 | 2024-09-17 | 38.687802 | 0.0 | 446.813380 | 0.057010 | Long | Closed |
| 37 | 37 | (entries/exits stock two, EXC) | 236.773692 | 2024-09-17 | 38.672794 | 0.0 | 2024-10-17 | 39.237096 | 0.0 | -133.611954 | -0.014592 | Short | Closed |
| 38 | 38 | (entries/exits stock two, EXC) | 208.337967 | 2024-10-17 | 39.283628 | 0.0 | 2024-10-23 | 39.259796 | 0.0 | -4.965174 | -0.000607 | Long | Closed |
| 39 | 39 | (entries/exits stock two, EXC) | 241.025157 | 2024-10-23 | 39.045791 | 0.0 | 2024-11-07 | 36.730609 | 0.0 | 558.017109 | 0.059294 | Short | Closed |
| 40 | 40 | (entries/exits stock two, EXC) | 242.220078 | 2024-11-07 | 36.711423 | 0.0 | 2024-11-15 | 38.057216 | 0.0 | 325.977959 | 0.036659 | Long | Closed |
| 41 | 41 | (entries/exits stock two, EXC) | 252.385527 | 2024-11-15 | 38.054938 | 0.0 | 2024-11-22 | 37.690594 | 0.0 | 91.955125 | 0.009574 | Short | Closed |
| 42 | 42 | (entries/exits stock two, EXC) | 275.073670 | 2024-11-22 | 37.607350 | 0.0 | 2024-12-17 | 35.596122 | 0.0 | -553.235904 | -0.053480 | Long | Closed |
| 43 | 43 | (entries/exits stock two, EXC) | 302.238521 | 2024-12-17 | 35.707222 | 0.0 | 2025-01-27 | 39.164518 | 0.0 | -1044.927796 | -0.096823 | Short | Closed |
| 44 | 44 | (entries/exits stock two, EXC) | 234.611830 | 2025-01-27 | 39.603253 | 0.0 | 2025-02-12 | 41.683234 | 0.0 | 487.988143 | 0.052520 | Long | Closed |
| 45 | 45 | (entries/exits stock two, EXC) | 254.431775 | 2025-02-12 | 41.794601 | 0.0 | 2025-03-07 | 42.394695 | 0.0 | -152.683064 | -0.014358 | Short | Closed |
| 46 | 46 | (entries/exits stock two, EXC) | 243.010771 | 2025-03-07 | 42.371273 | 0.0 | 2025-04-03 | 46.196614 | 0.0 | 929.599005 | 0.090281 | Long | Closed |
| 47 | 47 | (entries/exits stock two, EXC) | 257.857824 | 2025-04-03 | 46.126924 | 0.0 | 2025-04-17 | 46.289470 | 0.0 | -41.913817 | -0.003524 | Short | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 15924.864891 |
| Total Return [%] | 59.248649 |
| Max Gross Exposure [%] | 179.129473 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 14.452803 |
| Max Drawdown Duration | 190 days 00:00:00 |
| Profit Factor | 2.352092 |
| Expectancy | 10.941105 |
| Sharpe Ratio | 1.956793 |
| Calmar Ratio | 2.929884 |
| Omega Ratio | 1.335539 |
| Sortino Ratio | 2.976508 |
| Skew | -0.283217 |
| Kurtosis | 3.950221 |
| Tail Ratio | 1.315396 |
| Common Sense Ratio | 1.872401 |
| Value at Risk | -0.013142 |
| Alpha | 0.424955 |
| Beta | 0.048137 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, CSGP) | 53.539232 | 2023-10-19 | 73.868145 | 0.0 | 2023-11-10 | 79.114742 | 0.0 | 280.898772 | 0.071027 | Long | Closed |
| 1 | 1 | (entries/exits, CSGP) | 65.851121 | 2023-11-10 | 80.705740 | 0.0 | 2024-02-16 | 82.672258 | 0.0 | -129.497401 | -0.024367 | Short | Closed |
| 2 | 2 | (entries/exits, CSGP) | 43.865053 | 2024-02-16 | 81.449888 | 0.0 | 2024-02-28 | 86.190049 | 0.0 | 207.927440 | 0.058197 | Long | Closed |
| 3 | 3 | (entries/exits, CSGP) | 50.554700 | 2024-02-28 | 87.340764 | 0.0 | 2024-04-12 | 91.142722 | 0.0 | -192.206889 | -0.043530 | Short | Closed |
| 4 | 4 | (entries/exits, CSGP) | 53.964748 | 2024-04-12 | 87.712704 | 0.0 | 2024-07-12 | 77.246471 | 0.0 | -564.807593 | -0.119324 | Long | Closed |
| 5 | 5 | (entries/exits, CSGP) | 48.600035 | 2024-07-12 | 75.849567 | 0.0 | 2024-08-02 | 75.400776 | 0.0 | 21.811269 | 0.005917 | Short | Closed |
| 6 | 6 | (entries/exits, CSGP) | 50.252735 | 2024-08-02 | 75.091347 | 0.0 | 2024-08-26 | 77.608751 | 0.0 | 126.506450 | 0.033525 | Long | Closed |
| 7 | 7 | (entries/exits, CSGP) | 51.690638 | 2024-08-26 | 77.791552 | 0.0 | 2024-09-17 | 75.919301 | 0.0 | 96.777818 | 0.024068 | Short | Closed |
| 8 | 8 | (entries/exits, CSGP) | 54.259587 | 2024-09-17 | 75.613876 | 0.0 | 2024-10-17 | 78.139109 | 0.0 | 137.018087 | 0.033396 | Long | Closed |
| 9 | 9 | (entries/exits, CSGP) | 49.707271 | 2024-10-17 | 78.292761 | 0.0 | 2024-10-23 | 72.900988 | 0.0 | 268.010322 | 0.068867 | Short | Closed |
| 10 | 10 | (entries/exits, CSGP) | 56.468433 | 2024-10-23 | 72.841550 | 0.0 | 2024-11-07 | 76.226006 | 0.0 | 191.114909 | 0.046463 | Long | Closed |
| 11 | 11 | (entries/exits, CSGP) | 56.285099 | 2024-11-07 | 76.267463 | 0.0 | 2024-11-15 | 71.353303 | 0.0 | 276.593989 | 0.064433 | Short | Closed |
| 12 | 12 | (entries/exits, CSGP) | 60.990384 | 2024-11-15 | 71.260798 | 0.0 | 2024-11-22 | 79.538657 | 0.0 | 504.869836 | 0.116163 | Long | Closed |
| 13 | 13 | (entries/exits, CSGP) | 66.106023 | 2024-11-22 | 79.365262 | 0.0 | 2024-12-17 | 73.784767 | 0.0 | 368.904376 | 0.070314 | Short | Closed |
| 14 | 14 | (entries/exits, CSGP) | 67.886649 | 2024-12-17 | 72.939463 | 0.0 | 2025-01-27 | 75.865533 | 0.0 | 198.641065 | 0.040116 | Long | Closed |
| 15 | 15 | (entries/exits, CSGP) | 59.304217 | 2025-01-27 | 76.452140 | 0.0 | 2025-02-12 | 73.400783 | 0.0 | 180.958332 | 0.039912 | Short | Closed |
| 16 | 16 | (entries/exits, CSGP) | 64.591339 | 2025-02-12 | 73.416849 | 0.0 | 2025-03-07 | 79.198029 | 0.0 | 373.414170 | 0.078745 | Long | Closed |
| 17 | 17 | (entries/exits, CSGP) | 68.265573 | 2025-03-07 | 79.138737 | 0.0 | 2025-04-03 | 76.761651 | 0.0 | 162.273141 | 0.030037 | Short | Closed |
| 18 | 18 | (entries/exits, CSGP) | 72.964536 | 2025-04-03 | 76.144926 | 0.0 | 2025-04-24 | 82.537804 | 0.0 | 466.453361 | 0.083957 | Long | Closed |
| 19 | 19 | (entries/exits, CSGP) | 62.720931 | 2025-04-24 | 83.186686 | 0.0 | 2025-04-30 | 74.262143 | 0.0 | 559.755673 | 0.107283 | Short | Closed |
| 20 | 20 | (entries/exits, CSGP) | 81.704058 | 2025-04-30 | 74.267560 | 0.0 | 2025-06-04 | 76.970009 | 0.0 | 220.801047 | 0.036388 | Long | Closed |
| 21 | 21 | (entries/exits, CSGP) | 92.921049 | 2025-06-04 | 79.054817 | 0.0 | 2025-08-13 | 87.187269 | 0.0 | -755.676041 | -0.102871 | Short | Closed |
| 22 | 22 | (entries/exits, CSGP) | 71.149412 | 2025-08-13 | 87.643815 | 0.0 | 2025-09-11 | 87.232823 | 0.0 | -29.241823 | -0.004689 | Long | Open |
| 23 | 23 | (entries/exits stock two, EXC) | 201.102636 | 2023-10-19 | 36.747839 | 0.0 | 2023-11-10 | 36.530338 | 0.0 | 43.740006 | 0.005919 | Short | Closed |
| 24 | 24 | (entries/exits stock two, EXC) | 224.666942 | 2023-11-10 | 35.920418 | 0.0 | 2024-02-16 | 32.964672 | 0.0 | -664.058301 | -0.082286 | Long | Closed |
| 25 | 25 | (entries/exits stock two, EXC) | 192.452172 | 2024-02-16 | 32.638209 | 0.0 | 2024-02-28 | 33.480158 | 0.0 | -162.034937 | -0.025796 | Short | Closed |
| 26 | 26 | (entries/exits stock two, EXC) | 197.925649 | 2024-02-28 | 33.559433 | 0.0 | 2024-04-12 | 34.487615 | 0.0 | 183.710983 | 0.027658 | Long | Closed |
| 27 | 27 | (entries/exits stock two, EXC) | 248.007433 | 2024-04-12 | 34.436575 | 0.0 | 2024-07-12 | 34.023597 | 0.0 | 102.421657 | 0.011992 | Short | Closed |
| 28 | 28 | (entries/exits stock two, EXC) | 176.036752 | 2024-07-12 | 33.631573 | 0.0 | 2024-08-02 | 36.866725 | 0.0 | 569.505730 | 0.096194 | Long | Closed |
| 29 | 29 | (entries/exits stock two, EXC) | 181.145206 | 2024-08-02 | 36.898079 | 0.0 | 2024-08-26 | 36.571020 | 0.0 | 59.245140 | 0.008864 | Short | Closed |
| 30 | 30 | (entries/exits stock two, EXC) | 175.554598 | 2024-08-26 | 36.600750 | 0.0 | 2024-09-17 | 38.689699 | 0.0 | 366.724547 | 0.057074 | Long | Closed |
| 31 | 31 | (entries/exits stock two, EXC) | 194.432410 | 2024-09-17 | 38.673009 | 0.0 | 2024-10-17 | 39.236683 | 0.0 | -109.596419 | -0.014575 | Short | Closed |
| 32 | 32 | (entries/exits stock two, EXC) | 170.787907 | 2024-10-17 | 39.283774 | 0.0 | 2024-10-23 | 39.259750 | 0.0 | -4.102903 | -0.000612 | Long | Closed |
| 33 | 33 | (entries/exits stock two, EXC) | 197.700611 | 2024-10-23 | 39.044061 | 0.0 | 2024-11-07 | 36.730946 | 0.0 | 457.304386 | 0.059244 | Short | Closed |
| 34 | 34 | (entries/exits stock two, EXC) | 198.430732 | 2024-11-07 | 36.711180 | 0.0 | 2024-11-15 | 38.057610 | 0.0 | 267.173199 | 0.036676 | Long | Closed |
| 35 | 35 | (entries/exits stock two, EXC) | 206.537632 | 2024-11-15 | 38.055125 | 0.0 | 2024-11-22 | 37.690693 | 0.0 | 75.269058 | 0.009576 | Short | Closed |
| 36 | 36 | (entries/exits stock two, EXC) | 224.437940 | 2024-11-22 | 37.609947 | 0.0 | 2024-12-17 | 35.594356 | 0.0 | -452.375150 | -0.053592 | Long | Closed |
| 37 | 37 | (entries/exits stock two, EXC) | 246.833092 | 2024-12-17 | 35.707663 | 0.0 | 2025-01-27 | 39.162652 | 0.0 | -852.805669 | -0.096758 | Short | Closed |
| 38 | 38 | (entries/exits stock two, EXC) | 190.962577 | 2025-01-27 | 39.603708 | 0.0 | 2025-02-12 | 41.685645 | 0.0 | 397.572010 | 0.052569 | Long | Closed |
| 39 | 39 | (entries/exits stock two, EXC) | 207.113123 | 2025-02-12 | 41.794893 | 0.0 | 2025-03-07 | 42.394884 | 0.0 | -124.265963 | -0.014356 | Short | Closed |
| 40 | 40 | (entries/exits stock two, EXC) | 197.321832 | 2025-03-07 | 42.370563 | 0.0 | 2025-04-03 | 46.204022 | 0.0 | 756.425207 | 0.090475 | Long | Closed |
| 41 | 41 | (entries/exits stock two, EXC) | 219.691385 | 2025-04-03 | 46.108216 | 0.0 | 2025-04-24 | 45.500822 | 0.0 | 133.439165 | 0.013173 | Short | Closed |
| 42 | 42 | (entries/exits stock two, EXC) | 197.361324 | 2025-04-24 | 45.514906 | 0.0 | 2025-04-30 | 46.074420 | 0.0 | 110.426432 | 0.012293 | Long | Closed |
| 43 | 43 | (entries/exits stock two, EXC) | 263.482109 | 2025-04-30 | 45.490684 | 0.0 | 2025-06-04 | 42.554533 | 0.0 | 773.623054 | 0.064544 | Short | Closed |
| 44 | 44 | (entries/exits stock two, EXC) | 257.651660 | 2025-06-04 | 42.451480 | 0.0 | 2025-08-13 | 44.933298 | 0.0 | 639.444457 | 0.058462 | Long | Closed |
| 45 | 45 | (entries/exits stock two, EXC) | 246.770815 | 2025-08-13 | 45.100991 | 0.0 | 2025-09-11 | 43.533631 | 0.0 | 386.778893 | 0.034752 | Short | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 12607.816119 |
| Total Return [%] | 26.078161 |
| Max Gross Exposure [%] | 86264.741001 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 19.844622 |
| Max Drawdown Duration | 181 days 00:00:00 |
| Profit Factor | 1.492936 |
| Expectancy | 4.366046 |
| Sharpe Ratio | 1.091899 |
| Calmar Ratio | 0.968801 |
| Omega Ratio | 1.170556 |
| Sortino Ratio | 1.667469 |
| Skew | 0.288727 |
| Kurtosis | 2.600258 |
| Tail Ratio | 1.20034 |
| Common Sense Ratio | 1.431111 |
| Value at Risk | -0.012717 |
| Alpha | 0.181468 |
| Beta | 0.069013 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, CSGP) | 64.853404 | 2022-12-27 | 76.686918 | 0.0 | 2023-01-12 | 80.140510 | 0.0 | 223.977219 | 0.045035 | Long | Closed |
| 1 | 1 | (entries/exits, CSGP) | 69.711015 | 2023-01-12 | 79.901329 | 0.0 | 2023-02-06 | 76.085820 | 0.0 | 265.982966 | 0.047753 | Short | Closed |
| 2 | 2 | (entries/exits, CSGP) | 81.926371 | 2023-02-06 | 74.629282 | 0.0 | 2023-04-26 | 71.652240 | 0.0 | -243.898270 | -0.039891 | Long | Closed |
| 3 | 3 | (entries/exits, CSGP) | 79.836614 | 2023-04-26 | 73.815994 | 0.0 | 2023-07-26 | 83.332133 | 0.0 | -759.736330 | -0.128917 | Short | Closed |
| 4 | 4 | (entries/exits, CSGP) | 56.397777 | 2023-07-26 | 83.913264 | 0.0 | 2023-08-28 | 81.730737 | 0.0 | -123.089649 | -0.026009 | Long | Closed |
| 5 | 5 | (entries/exits, CSGP) | 56.906403 | 2023-08-28 | 81.763398 | 0.0 | 2023-09-15 | 79.279958 | 0.0 | 141.323626 | 0.030373 | Short | Closed |
| 6 | 6 | (entries/exits, CSGP) | 61.755097 | 2023-09-15 | 78.897094 | 0.0 | 2023-10-05 | 79.437325 | 0.0 | 33.362001 | 0.006847 | Long | Closed |
| 7 | 7 | (entries/exits, CSGP) | 64.077824 | 2023-10-05 | 79.466113 | 0.0 | 2023-10-19 | 74.229678 | 0.0 | 335.539335 | 0.065895 | Short | Closed |
| 8 | 8 | (entries/exits, CSGP) | 70.457812 | 2023-10-19 | 73.906027 | 0.0 | 2023-11-09 | 77.382462 | 0.0 | 244.942025 | 0.047039 | Long | Closed |
| 9 | 9 | (entries/exits, CSGP) | 72.119287 | 2023-11-09 | 78.067272 | 0.0 | 2023-12-07 | 82.620939 | 0.0 | -328.407209 | -0.058330 | Short | Closed |
| 10 | 10 | (entries/exits, CSGP) | 62.619272 | 2023-12-07 | 82.583028 | 0.0 | 2023-12-14 | 88.133553 | 0.0 | 347.569810 | 0.067211 | Long | Closed |
| 11 | 11 | (entries/exits, CSGP) | 65.263983 | 2023-12-14 | 88.088662 | 0.0 | 2024-01-03 | 82.901635 | 0.0 | 338.526038 | 0.058884 | Short | Closed |
| 12 | 12 | (entries/exits, CSGP) | 71.727581 | 2024-01-03 | 82.717611 | 0.0 | 2024-01-26 | 85.029375 | 0.0 | 165.817277 | 0.027948 | Long | Closed |
| 13 | 13 | (entries/exits, CSGP) | 79.414903 | 2024-01-26 | 84.749849 | 0.0 | 2024-02-16 | 81.709998 | 0.0 | 241.409486 | 0.035869 | Short | Closed |
| 14 | 14 | (entries/exits, CSGP) | 73.943105 | 2024-02-16 | 81.416956 | 0.0 | 2024-02-26 | 83.994607 | 0.0 | 190.599480 | 0.031660 | Long | Closed |
| 15 | 15 | (entries/exits, CSGP) | 90.837710 | 2024-02-26 | 85.463417 | 0.0 | 2024-04-12 | 91.093970 | 0.0 | -511.466480 | -0.065883 | Short | Closed |
| 16 | 16 | (entries/exits, CSGP) | 87.044819 | 2024-04-12 | 88.103501 | 0.0 | 2024-07-15 | 77.297500 | 0.0 | -940.606454 | -0.122651 | Long | Closed |
| 17 | 17 | (entries/exits, CSGP) | 71.259318 | 2024-07-15 | 76.010002 | 0.0 | 2024-07-17 | 75.930984 | 0.0 | 5.630758 | 0.001040 | Short | Closed |
| 18 | 18 | (entries/exits, CSGP) | 81.534258 | 2024-07-17 | 75.814910 | 0.0 | 2024-09-19 | 78.792525 | 0.0 | 242.777672 | 0.039275 | Long | Closed |
| 19 | 19 | (entries/exits, CSGP) | 70.002017 | 2024-09-19 | 79.162186 | 0.0 | 2024-09-25 | 73.699997 | 0.0 | 382.364257 | 0.069000 | Short | Closed |
| 20 | 20 | (entries/exits, CSGP) | 82.292439 | 2024-09-25 | 73.749021 | 0.0 | 2024-11-07 | 76.280710 | 0.0 | 208.338912 | 0.034328 | Long | Closed |
| 21 | 21 | (entries/exits, CSGP) | 75.746509 | 2024-11-07 | 76.268692 | 0.0 | 2024-11-15 | 71.335003 | 0.0 | 373.709707 | 0.064688 | Short | Closed |
| 22 | 22 | (entries/exits, CSGP) | 82.001729 | 2024-11-15 | 71.258538 | 0.0 | 2024-11-20 | 76.206475 | 0.0 | 405.739379 | 0.069436 | Long | Open |
| 23 | 23 | (entries/exits stock two, WEC) | 64.720596 | 2022-12-27 | 86.811752 | 0.0 | 2023-01-12 | 87.630569 | 0.0 | -52.994312 | -0.009432 | Short | Closed |
| 24 | 24 | (entries/exits stock two, WEC) | 66.995702 | 2023-01-12 | 87.420221 | 0.0 | 2023-02-06 | 84.956028 | 0.0 | -165.090298 | -0.028188 | Long | Closed |
| 25 | 25 | (entries/exits stock two, WEC) | 85.387698 | 2023-02-06 | 84.627170 | 0.0 | 2023-04-26 | 86.722167 | 0.0 | -178.886972 | -0.024756 | Short | Closed |
| 26 | 26 | (entries/exits stock two, WEC) | 69.685235 | 2023-04-26 | 86.854180 | 0.0 | 2023-07-26 | 84.883503 | 0.0 | -137.327105 | -0.022689 | Long | Closed |
| 27 | 27 | (entries/exits stock two, WEC) | 64.797000 | 2023-07-26 | 84.515617 | 0.0 | 2023-08-28 | 79.221921 | 0.0 | 343.015605 | 0.062636 | Short | Closed |
| 28 | 28 | (entries/exits stock two, WEC) | 62.628070 | 2023-08-28 | 79.162195 | 0.0 | 2023-09-15 | 80.096732 | 0.0 | 58.528207 | 0.011805 | Long | Closed |
| 29 | 29 | (entries/exits stock two, WEC) | 73.464071 | 2023-09-15 | 79.240723 | 0.0 | 2023-10-05 | 73.693010 | 0.0 | 407.557526 | 0.070011 | Short | Closed |
| 30 | 30 | (entries/exits stock two, WEC) | 73.661503 | 2023-10-05 | 73.787072 | 0.0 | 2023-10-19 | 76.574436 | 0.0 | 205.321374 | 0.037776 | Long | Closed |
| 31 | 31 | (entries/exits stock two, WEC) | 82.668494 | 2023-10-19 | 76.522688 | 0.0 | 2023-11-09 | 74.233872 | 0.0 | 189.212923 | 0.029910 | Short | Closed |
| 32 | 32 | (entries/exits stock two, WEC) | 79.224648 | 2023-11-09 | 74.046903 | 0.0 | 2023-12-07 | 79.479894 | 0.0 | 430.426788 | 0.073372 | Long | Closed |
| 33 | 33 | (entries/exits stock two, WEC) | 75.904510 | 2023-12-07 | 79.667546 | 0.0 | 2023-12-14 | 79.518796 | 0.0 | 11.290825 | 0.001867 | Short | Closed |
| 34 | 34 | (entries/exits stock two, WEC) | 77.744390 | 2023-12-14 | 79.300491 | 0.0 | 2024-01-03 | 81.151036 | 0.0 | 143.869423 | 0.023336 | Long | Closed |
| 35 | 35 | (entries/exits stock two, WEC) | 90.605285 | 2024-01-03 | 80.544851 | 0.0 | 2024-01-26 | 75.026457 | 0.0 | 499.995625 | 0.068513 | Short | Closed |
| 36 | 36 | (entries/exits stock two, WEC) | 95.453747 | 2024-01-26 | 74.812618 | 0.0 | 2024-02-16 | 74.034326 | 0.0 | -74.290945 | -0.010403 | Long | Closed |
| 37 | 37 | (entries/exits stock two, WEC) | 91.052235 | 2024-02-16 | 74.024455 | 0.0 | 2024-02-26 | 72.604140 | 0.0 | 129.322788 | 0.019187 | Short | Closed |
| 38 | 38 | (entries/exits stock two, WEC) | 104.580448 | 2024-02-26 | 72.950166 | 0.0 | 2024-04-12 | 75.081080 | 0.0 | 222.851946 | 0.029211 | Long | Closed |
| 39 | 39 | (entries/exits stock two, WEC) | 113.709910 | 2024-04-12 | 75.333441 | 0.0 | 2024-07-15 | 76.620651 | 0.0 | -146.368627 | -0.017087 | Short | Closed |
| 40 | 40 | (entries/exits stock two, WEC) | 79.917610 | 2024-07-15 | 76.226738 | 0.0 | 2024-07-17 | 78.840807 | 0.0 | 208.910160 | 0.034293 | Long | Closed |
| 41 | 41 | (entries/exits stock two, WEC) | 87.842758 | 2024-07-17 | 79.639910 | 0.0 | 2024-09-19 | 89.390541 | 0.0 | -856.522300 | -0.122434 | Short | Closed |
| 42 | 42 | (entries/exits stock two, WEC) | 65.925120 | 2024-09-19 | 90.653560 | 0.0 | 2024-09-25 | 91.434559 | 0.0 | 51.487461 | 0.008615 | Long | Closed |
| 43 | 43 | (entries/exits stock two, WEC) | 77.310165 | 2024-09-25 | 91.620058 | 0.0 | 2024-11-07 | 92.448742 | 0.0 | -64.065708 | -0.009045 | Short | Closed |
| 44 | 44 | (entries/exits stock two, WEC) | 68.380112 | 2024-11-07 | 92.179398 | 0.0 | 2024-11-15 | 95.495278 | 0.0 | 226.740276 | 0.035972 | Long | Closed |
| 45 | 45 | (entries/exits stock two, WEC) | 69.702703 | 2024-11-15 | 95.546070 | 0.0 | 2024-11-20 | 96.773771 | 0.0 | -85.574099 | -0.012849 | Short | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 17201.537462 |
| Total Return [%] | 72.015375 |
| Max Gross Exposure [%] | 38199.153926 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 18.759666 |
| Max Drawdown Duration | 188 days 00:00:00 |
| Profit Factor | 2.413399 |
| Expectancy | 13.458197 |
| Sharpe Ratio | 2.375631 |
| Calmar Ratio | 2.714521 |
| Omega Ratio | 1.41046 |
| Sortino Ratio | 3.858351 |
| Skew | 0.283154 |
| Kurtosis | 2.237428 |
| Tail Ratio | 1.239021 |
| Common Sense Ratio | 1.869974 |
| Value at Risk | -0.013468 |
| Alpha | 0.477734 |
| Beta | 0.169728 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, CSGP) | 65.644617 | 2023-06-20 | 85.648509 | 0.0 | 2023-07-26 | 85.343053 | 0.0 | 20.051581 | 0.003566 | Short | Closed |
| 1 | 1 | (entries/exits, CSGP) | 67.245727 | 2023-07-26 | 83.935090 | 0.0 | 2023-08-28 | 81.732708 | 0.0 | -148.100721 | -0.026239 | Long | Closed |
| 2 | 2 | (entries/exits, CSGP) | 68.105926 | 2023-08-28 | 81.763918 | 0.0 | 2023-09-15 | 79.282480 | 0.0 | 169.000664 | 0.030349 | Short | Closed |
| 3 | 3 | (entries/exits, CSGP) | 73.542782 | 2023-09-15 | 78.907653 | 0.0 | 2023-10-05 | 79.439998 | 0.0 | 39.150171 | 0.006746 | Long | Closed |
| 4 | 4 | (entries/exits, CSGP) | 76.667898 | 2023-10-05 | 79.464834 | 0.0 | 2023-10-19 | 74.246197 | 0.0 | 400.101909 | 0.065672 | Short | Closed |
| 5 | 5 | (entries/exits, CSGP) | 83.951369 | 2023-10-19 | 73.907779 | 0.0 | 2023-11-09 | 77.393492 | 0.0 | 292.630363 | 0.047163 | Long | Closed |
| 6 | 6 | (entries/exits, CSGP) | 86.279441 | 2023-11-09 | 78.067748 | 0.0 | 2023-12-07 | 82.621954 | 0.0 | -392.934373 | -0.058337 | Short | Closed |
| 7 | 7 | (entries/exits, CSGP) | 74.569102 | 2023-12-07 | 82.582877 | 0.0 | 2023-12-14 | 88.139421 | 0.0 | 414.346498 | 0.067284 | Long | Closed |
| 8 | 8 | (entries/exits, CSGP) | 77.931905 | 2023-12-14 | 88.087488 | 0.0 | 2024-01-03 | 82.902787 | 0.0 | 404.053639 | 0.058859 | Short | Closed |
| 9 | 9 | (entries/exits, CSGP) | 85.384910 | 2024-01-03 | 82.720119 | 0.0 | 2024-01-26 | 85.032323 | 0.0 | 197.427357 | 0.027952 | Long | Closed |
| 10 | 10 | (entries/exits, CSGP) | 95.089576 | 2024-01-26 | 84.740315 | 0.0 | 2024-02-16 | 81.716404 | 0.0 | 287.542428 | 0.035684 | Short | Closed |
| 11 | 11 | (entries/exits, CSGP) | 88.265016 | 2024-02-16 | 81.416131 | 0.0 | 2024-02-26 | 83.993884 | 0.0 | 227.525422 | 0.031661 | Long | Closed |
| 12 | 12 | (entries/exits, CSGP) | 108.749435 | 2024-02-26 | 85.472408 | 0.0 | 2024-04-12 | 91.099975 | 0.0 | -611.994729 | -0.065841 | Short | Closed |
| 13 | 13 | (entries/exits, CSGP) | 102.361350 | 2024-04-12 | 88.196461 | 0.0 | 2024-07-15 | 77.248828 | 0.0 | -1120.614521 | -0.124128 | Long | Closed |
| 14 | 14 | (entries/exits, CSGP) | 84.553966 | 2024-07-15 | 76.010002 | 0.0 | 2024-07-17 | 75.931756 | 0.0 | 6.616022 | 0.001029 | Short | Closed |
| 15 | 15 | (entries/exits, CSGP) | 96.155103 | 2024-07-17 | 75.819693 | 0.0 | 2024-09-19 | 78.814598 | 0.0 | 287.975458 | 0.039500 | Long | Closed |
| 16 | 16 | (entries/exits, CSGP) | 83.472517 | 2024-09-19 | 79.160230 | 0.0 | 2024-09-25 | 73.699997 | 0.0 | 455.779357 | 0.068977 | Short | Closed |
| 17 | 17 | (entries/exits, CSGP) | 97.711110 | 2024-09-25 | 73.746944 | 0.0 | 2024-11-07 | 76.281733 | 0.0 | 247.677077 | 0.034371 | Long | Closed |
| 18 | 18 | (entries/exits, CSGP) | 90.602499 | 2024-11-07 | 76.267762 | 0.0 | 2024-11-15 | 71.341078 | 0.0 | 446.369914 | 0.064597 | Short | Closed |
| 19 | 19 | (entries/exits, CSGP) | 100.155800 | 2024-11-15 | 71.455032 | 0.0 | 2024-12-03 | 79.885734 | 0.0 | 844.383697 | 0.117986 | Long | Closed |
| 20 | 20 | (entries/exits, CSGP) | 114.962440 | 2024-12-03 | 79.043441 | 0.0 | 2024-12-19 | 70.391808 | 0.0 | 994.612795 | 0.109454 | Short | Closed |
| 21 | 21 | (entries/exits, CSGP) | 118.816036 | 2024-12-19 | 70.048625 | 0.0 | 2025-02-04 | 76.868791 | 0.0 | 810.345114 | 0.097363 | Long | Closed |
| 22 | 22 | (entries/exits, CSGP) | 103.447640 | 2025-02-04 | 77.454874 | 0.0 | 2025-02-11 | 76.020276 | 0.0 | 148.405720 | 0.018522 | Short | Closed |
| 23 | 23 | (entries/exits, CSGP) | 119.835695 | 2025-02-11 | 76.009470 | 0.0 | 2025-03-24 | 79.826654 | 0.0 | 457.434959 | 0.050220 | Long | Closed |
| 24 | 24 | (entries/exits, CSGP) | 104.787929 | 2025-03-24 | 80.115654 | 0.0 | 2025-04-03 | 76.432131 | 0.0 | 385.988758 | 0.045978 | Short | Closed |
| 25 | 25 | (entries/exits, CSGP) | 119.855532 | 2025-04-03 | 76.157285 | 0.0 | 2025-04-17 | 79.560505 | 0.0 | 407.894744 | 0.044687 | Long | Open |
| 26 | 26 | (entries/exits stock two, WEC) | 64.051912 | 2023-06-20 | 82.816435 | 0.0 | 2023-07-26 | 84.977951 | 0.0 | 138.449265 | 0.026100 | Long | Closed |
| 27 | 27 | (entries/exits stock two, WEC) | 69.573232 | 2023-07-26 | 84.527482 | 0.0 | 2023-08-28 | 79.222798 | 0.0 | 369.063989 | 0.062757 | Short | Closed |
| 28 | 28 | (entries/exits stock two, WEC) | 67.357280 | 2023-08-28 | 79.160565 | 0.0 | 2023-09-15 | 80.094880 | 0.0 | 62.932919 | 0.011803 | Long | Closed |
| 29 | 29 | (entries/exits stock two, WEC) | 78.654069 | 2023-09-15 | 79.260260 | 0.0 | 2023-10-05 | 73.694898 | 0.0 | 437.738361 | 0.070216 | Short | Closed |
| 30 | 30 | (entries/exits stock two, WEC) | 79.198589 | 2023-10-05 | 73.793539 | 0.0 | 2023-10-19 | 76.573552 | 0.0 | 220.173125 | 0.037673 | Long | Closed |
| 31 | 31 | (entries/exits stock two, WEC) | 88.720881 | 2023-10-19 | 76.525377 | 0.0 | 2023-11-09 | 74.231085 | 0.0 | 203.551649 | 0.029981 | Short | Closed |
| 32 | 32 | (entries/exits stock two, WEC) | 85.199222 | 2023-11-09 | 74.050811 | 0.0 | 2023-12-07 | 79.466018 | 0.0 | 461.371397 | 0.073128 | Long | Closed |
| 33 | 33 | (entries/exits stock two, WEC) | 81.215318 | 2023-12-07 | 79.667613 | 0.0 | 2023-12-14 | 79.515256 | 0.0 | 12.373723 | 0.001912 | Short | Closed |
| 34 | 34 | (entries/exits stock two, WEC) | 83.488138 | 2023-12-14 | 79.296260 | 0.0 | 2024-01-03 | 81.145843 | 0.0 | 154.418235 | 0.023325 | Long | Closed |
| 35 | 35 | (entries/exits stock two, WEC) | 96.993117 | 2024-01-03 | 80.553155 | 0.0 | 2024-01-26 | 75.027131 | 0.0 | 535.986335 | 0.068601 | Short | Closed |
| 36 | 36 | (entries/exits stock two, WEC) | 102.750413 | 2024-01-26 | 74.806871 | 0.0 | 2024-02-16 | 74.034945 | 0.0 | -79.315716 | -0.010319 | Long | Closed |
| 37 | 37 | (entries/exits stock two, WEC) | 97.692076 | 2024-02-16 | 74.025031 | 0.0 | 2024-02-26 | 72.600731 | 0.0 | 139.142854 | 0.019241 | Short | Closed |
| 38 | 38 | (entries/exits stock two, WEC) | 112.830838 | 2024-02-26 | 72.967343 | 0.0 | 2024-04-12 | 75.090821 | 0.0 | 239.593736 | 0.029102 | Long | Closed |
| 39 | 39 | (entries/exits stock two, WEC) | 121.285417 | 2024-04-12 | 75.334333 | 0.0 | 2024-07-15 | 76.617713 | 0.0 | -155.655279 | -0.017036 | Short | Closed |
| 40 | 40 | (entries/exits stock two, WEC) | 85.154675 | 2024-07-15 | 76.226738 | 0.0 | 2024-07-17 | 78.839719 | 0.0 | 222.507552 | 0.034279 | Long | Closed |
| 41 | 41 | (entries/exits stock two, WEC) | 93.449175 | 2024-07-17 | 79.644687 | 0.0 | 2024-09-19 | 89.418738 | 0.0 | -913.377031 | -0.122721 | Short | Closed |
| 42 | 42 | (entries/exits stock two, WEC) | 70.601351 | 2024-09-19 | 90.654281 | 0.0 | 2024-09-25 | 91.434631 | 0.0 | 55.093771 | 0.008608 | Long | Closed |
| 43 | 43 | (entries/exits stock two, WEC) | 82.805451 | 2024-09-25 | 91.620453 | 0.0 | 2024-11-07 | 92.452123 | 0.0 | -68.866776 | -0.009077 | Short | Closed |
| 44 | 44 | (entries/exits stock two, WEC) | 73.449950 | 2024-11-07 | 92.181634 | 0.0 | 2024-11-15 | 95.494057 | 0.0 | 243.297272 | 0.035934 | Long | Closed |
| 45 | 45 | (entries/exits stock two, WEC) | 78.801210 | 2024-11-15 | 95.673339 | 0.0 | 2024-12-03 | 95.848170 | 0.0 | -13.776873 | -0.001827 | Short | Closed |
| 46 | 46 | (entries/exits stock two, WEC) | 85.498433 | 2024-12-03 | 95.493623 | 0.0 | 2024-12-19 | 90.958985 | 0.0 | -387.704487 | -0.047486 | Long | Closed |
| 47 | 47 | (entries/exits stock two, WEC) | 97.618166 | 2024-12-19 | 91.275464 | 0.0 | 2025-02-04 | 96.398069 | 0.0 | -500.059334 | -0.056122 | Short | Closed |
| 48 | 48 | (entries/exits stock two, WEC) | 81.748416 | 2025-02-04 | 96.737314 | 0.0 | 2025-02-11 | 100.096498 | 0.0 | 274.607905 | 0.034725 | Long | Closed |
| 49 | 49 | (entries/exits stock two, WEC) | 93.359486 | 2025-02-11 | 100.563124 | 0.0 | 2025-03-24 | 104.072016 | 0.0 | -327.588304 | -0.034892 | Short | Closed |
| 50 | 50 | (entries/exits stock two, WEC) | 78.828205 | 2025-03-24 | 104.008986 | 0.0 | 2025-04-03 | 106.700907 | 0.0 | 212.199290 | 0.025882 | Long | Closed |
| 51 | 51 | (entries/exits stock two, WEC) | 87.382397 | 2025-04-03 | 106.332662 | 0.0 | 2025-04-17 | 106.404638 | 0.0 | -6.289420 | -0.000677 | Short | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 17371.083177 |
| Total Return [%] | 73.710832 |
| Max Gross Exposure [%] | 523451.039789 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 18.913291 |
| Max Drawdown Duration | 188 days 00:00:00 |
| Profit Factor | 2.573179 |
| Expectancy | 14.270997 |
| Sharpe Ratio | 2.246059 |
| Calmar Ratio | 2.752085 |
| Omega Ratio | 1.382219 |
| Sortino Ratio | 3.720754 |
| Skew | 0.534966 |
| Kurtosis | 3.193636 |
| Tail Ratio | 1.229497 |
| Common Sense Ratio | 1.869463 |
| Value at Risk | -0.014108 |
| Alpha | 0.440552 |
| Beta | 0.207611 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, CSGP) | 75.925015 | 2023-10-19 | 73.909819 | 0.0 | 2023-11-09 | 77.406422 | 0.0 | 265.479664 | 0.047309 | Long | Closed |
| 1 | 1 | (entries/exits, CSGP) | 78.399919 | 2023-11-09 | 78.068278 | 0.0 | 2023-12-07 | 82.623107 | 0.0 | -357.098248 | -0.058344 | Short | Closed |
| 2 | 2 | (entries/exits, CSGP) | 67.394723 | 2023-12-07 | 82.582700 | 0.0 | 2023-12-14 | 88.146271 | 0.0 | 374.955316 | 0.067370 | Long | Closed |
| 3 | 3 | (entries/exits, CSGP) | 70.659318 | 2023-12-14 | 88.086120 | 0.0 | 2024-01-03 | 82.904142 | 0.0 | 366.155009 | 0.058829 | Short | Closed |
| 4 | 4 | (entries/exits, CSGP) | 77.136274 | 2024-01-03 | 82.723063 | 0.0 | 2024-01-26 | 85.035777 | 0.0 | 178.394182 | 0.027957 | Long | Closed |
| 5 | 5 | (entries/exits, CSGP) | 86.555702 | 2024-01-26 | 84.728669 | 0.0 | 2024-02-16 | 81.725525 | 0.0 | 259.939159 | 0.035444 | Short | Closed |
| 6 | 6 | (entries/exits, CSGP) | 79.994030 | 2024-02-16 | 81.415163 | 0.0 | 2024-02-26 | 83.993038 | 0.0 | 206.214614 | 0.031663 | Long | Closed |
| 7 | 7 | (entries/exits, CSGP) | 98.987935 | 2024-02-26 | 85.493198 | 0.0 | 2024-04-12 | 91.111912 | 0.0 | -556.184862 | -0.065721 | Short | Closed |
| 8 | 8 | (entries/exits, CSGP) | 91.147210 | 2024-04-12 | 88.307121 | 0.0 | 2024-07-15 | 77.190262 | 0.0 | -1013.270659 | -0.125889 | Long | Closed |
| 9 | 9 | (entries/exits, CSGP) | 76.093536 | 2024-07-15 | 76.010002 | 0.0 | 2024-07-17 | 75.932656 | 0.0 | 5.885535 | 0.001018 | Short | Closed |
| 10 | 10 | (entries/exits, CSGP) | 85.911434 | 2024-07-17 | 75.825336 | 0.0 | 2024-09-19 | 78.840715 | 0.0 | 259.055591 | 0.039767 | Long | Closed |
| 11 | 11 | (entries/exits, CSGP) | 75.552256 | 2024-09-19 | 79.157951 | 0.0 | 2024-09-25 | 73.699997 | 0.0 | 412.360705 | 0.068950 | Short | Closed |
| 12 | 12 | (entries/exits, CSGP) | 87.996886 | 2024-09-25 | 73.744473 | 0.0 | 2024-11-07 | 76.282922 | 0.0 | 223.375575 | 0.034422 | Long | Closed |
| 13 | 13 | (entries/exits, CSGP) | 82.301193 | 2024-11-07 | 76.266682 | 0.0 | 2024-11-15 | 71.348148 | 0.0 | 404.801200 | 0.064491 | Short | Closed |
| 14 | 14 | (entries/exits, CSGP) | 90.792873 | 2024-11-15 | 71.443585 | 0.0 | 2024-12-03 | 79.901689 | 0.0 | 767.935571 | 0.118389 | Long | Closed |
| 15 | 15 | (entries/exits, CSGP) | 105.393620 | 2024-12-03 | 79.015856 | 0.0 | 2024-12-19 | 70.394333 | 0.0 | 908.653442 | 0.109111 | Short | Closed |
| 16 | 16 | (entries/exits, CSGP) | 108.411687 | 2024-12-19 | 70.037345 | 0.0 | 2025-02-04 | 76.902376 | 0.0 | 744.249583 | 0.098020 | Long | Closed |
| 17 | 17 | (entries/exits, CSGP) | 95.326616 | 2025-02-04 | 77.454564 | 0.0 | 2025-02-11 | 76.020606 | 0.0 | 136.694397 | 0.018514 | Short | Closed |
| 18 | 18 | (entries/exits, CSGP) | 109.590973 | 2025-02-11 | 76.009147 | 0.0 | 2025-03-24 | 79.843941 | 0.0 | 420.258873 | 0.050452 | Long | Closed |
| 19 | 19 | (entries/exits, CSGP) | 96.740953 | 2025-03-24 | 80.115886 | 0.0 | 2025-04-03 | 76.431666 | 0.0 | 356.414947 | 0.045986 | Short | Closed |
| 20 | 20 | (entries/exits, CSGP) | 111.994646 | 2025-04-03 | 76.194419 | 0.0 | 2025-04-24 | 82.689224 | 0.0 | 727.383397 | 0.085240 | Long | Closed |
| 21 | 21 | (entries/exits, CSGP) | 99.774208 | 2025-04-24 | 83.184732 | 0.0 | 2025-04-30 | 74.299058 | 0.0 | 886.561101 | 0.106819 | Short | Closed |
| 22 | 22 | (entries/exits, CSGP) | 125.408056 | 2025-04-30 | 74.209627 | 0.0 | 2025-06-05 | 78.016873 | 0.0 | 477.459387 | 0.051304 | Long | Closed |
| 23 | 23 | (entries/exits, CSGP) | 130.334654 | 2025-06-05 | 78.630158 | 0.0 | 2025-07-22 | 84.569704 | 0.0 | -774.128597 | -0.075538 | Short | Closed |
| 24 | 24 | (entries/exits, CSGP) | 102.047959 | 2025-07-22 | 85.160004 | 0.0 | 2025-07-23 | 91.000000 | 0.0 | 595.959707 | 0.068577 | Long | Closed |
| 25 | 25 | (entries/exits, CSGP) | 120.356480 | 2025-07-23 | 91.003207 | 0.0 | 2025-08-20 | 88.938671 | 0.0 | 248.480304 | 0.022686 | Short | Closed |
| 26 | 26 | (entries/exits, CSGP) | 109.691706 | 2025-08-20 | 88.278772 | 0.0 | 2025-09-11 | 87.155071 | 0.0 | -123.260741 | -0.012729 | Long | Open |
| 27 | 27 | (entries/exits stock two, WEC) | 71.028411 | 2023-10-19 | 76.528521 | 0.0 | 2023-11-09 | 74.227838 | 0.0 | 163.413905 | 0.030063 | Short | Closed |
| 28 | 28 | (entries/exits stock two, WEC) | 68.371004 | 2023-11-09 | 74.055313 | 0.0 | 2023-12-07 | 79.449909 | 0.0 | 368.833958 | 0.072845 | Long | Closed |
| 29 | 29 | (entries/exits stock two, WEC) | 64.789349 | 2023-12-07 | 79.667692 | 0.0 | 2023-12-14 | 79.511128 | 0.0 | 10.143687 | 0.001965 | Short | Closed |
| 30 | 30 | (entries/exits stock two, WEC) | 66.886170 | 2023-12-14 | 79.291344 | 0.0 | 2024-01-03 | 81.139801 | 0.0 | 123.636194 | 0.023312 | Long | Closed |
| 31 | 31 | (entries/exits stock two, WEC) | 77.420423 | 2024-01-03 | 80.562868 | 0.0 | 2024-01-26 | 75.027923 | 0.0 | 428.517806 | 0.068703 | Short | Closed |
| 32 | 32 | (entries/exits stock two, WEC) | 82.544715 | 2024-01-26 | 74.800226 | 0.0 | 2024-02-16 | 74.035654 | 0.0 | -63.111344 | -0.010222 | Long | Closed |
| 33 | 33 | (entries/exits stock two, WEC) | 78.183054 | 2024-02-16 | 74.025704 | 0.0 | 2024-02-26 | 72.596755 | 0.0 | 111.719564 | 0.019303 | Short | Closed |
| 34 | 34 | (entries/exits stock two, WEC) | 90.874878 | 2024-02-26 | 72.986933 | 0.0 | 2024-04-12 | 75.101952 | 0.0 | 192.202049 | 0.028978 | Long | Closed |
| 35 | 35 | (entries/exits stock two, WEC) | 96.402352 | 2024-04-12 | 75.335351 | 0.0 | 2024-07-15 | 76.614246 | 0.0 | -123.288535 | -0.016976 | Short | Closed |
| 36 | 36 | (entries/exits stock two, WEC) | 67.598087 | 2024-07-15 | 76.226738 | 0.0 | 2024-07-17 | 78.838450 | 0.0 | 176.546726 | 0.034262 | Long | Closed |
| 37 | 37 | (entries/exits stock two, WEC) | 74.062936 | 2024-07-17 | 79.652948 | 0.0 | 2024-09-19 | 89.451822 | 0.0 | -725.733367 | -0.123020 | Short | Closed |
| 38 | 38 | (entries/exits stock two, WEC) | 56.375921 | 2024-09-19 | 90.655120 | 0.0 | 2024-09-25 | 91.434714 | 0.0 | 43.950354 | 0.008600 | Long | Closed |
| 39 | 39 | (entries/exits stock two, WEC) | 66.158425 | 2024-09-25 | 91.620583 | 0.0 | 2024-11-07 | 92.455423 | 0.0 | -55.231699 | -0.009112 | Short | Closed |
| 40 | 40 | (entries/exits stock two, WEC) | 58.854783 | 2024-11-07 | 92.184233 | 0.0 | 2024-11-15 | 95.492636 | 0.0 | 194.715323 | 0.035889 | Long | Closed |
| 41 | 41 | (entries/exits stock two, WEC) | 63.278371 | 2024-11-15 | 95.678531 | 0.0 | 2024-12-03 | 95.844466 | 0.0 | -10.500079 | -0.001734 | Short | Closed |
| 42 | 42 | (entries/exits stock two, WEC) | 69.179301 | 2024-12-03 | 95.478317 | 0.0 | 2024-12-19 | 90.961494 | 0.0 | -312.470652 | -0.047307 | Long | Closed |
| 43 | 43 | (entries/exits stock two, WEC) | 78.876345 | 2024-12-19 | 91.274457 | 0.0 | 2025-02-04 | 96.401768 | 0.0 | -404.423558 | -0.056175 | Short | Closed |
| 44 | 44 | (entries/exits stock two, WEC) | 66.490144 | 2025-02-04 | 96.738019 | 0.0 | 2025-02-11 | 100.095126 | 0.0 | 223.214569 | 0.034703 | Long | Closed |
| 45 | 45 | (entries/exits stock two, WEC) | 75.893293 | 2025-02-11 | 100.560762 | 0.0 | 2025-03-24 | 104.062674 | 0.0 | -265.771645 | -0.034824 | Short | Closed |
| 46 | 46 | (entries/exits stock two, WEC) | 64.281214 | 2025-03-24 | 104.008543 | 0.0 | 2025-04-03 | 106.699691 | 0.0 | 172.990257 | 0.025874 | Long | Closed |
| 47 | 47 | (entries/exits stock two, WEC) | 72.505315 | 2025-04-03 | 106.328230 | 0.0 | 2025-04-24 | 106.878384 | 0.0 | -39.889138 | -0.005174 | Short | Closed |
| 48 | 48 | (entries/exits stock two, WEC) | 68.075289 | 2025-04-24 | 107.083218 | 0.0 | 2025-04-30 | 107.690365 | 0.0 | 41.331702 | 0.005670 | Long | Closed |
| 49 | 49 | (entries/exits stock two, WEC) | 88.292863 | 2025-04-30 | 107.121162 | 0.0 | 2025-06-05 | 104.244184 | 0.0 | 254.016611 | 0.026857 | Short | Closed |
| 50 | 50 | (entries/exits stock two, WEC) | 82.956186 | 2025-06-05 | 103.898514 | 0.0 | 2025-07-22 | 108.603096 | 0.0 | 390.274127 | 0.045281 | Long | Closed |
| 51 | 51 | (entries/exits stock two, WEC) | 71.516848 | 2025-07-22 | 109.205696 | 0.0 | 2025-07-23 | 108.144386 | 0.0 | 75.901532 | 0.009718 | Short | Closed |
| 52 | 52 | (entries/exits stock two, WEC) | 81.417713 | 2025-07-23 | 108.147312 | 0.0 | 2025-08-20 | 108.892566 | 0.0 | 60.676909 | 0.006891 | Long | Closed |
| 53 | 53 | (entries/exits stock two, WEC) | 80.958890 | 2025-08-20 | 108.808470 | 0.0 | 2025-09-11 | 109.590426 | 0.0 | -63.306232 | -0.007187 | Short | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 14394.381325 |
| Total Return [%] | 43.943813 |
| Max Gross Exposure [%] | 110.544803 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 12.138338 |
| Max Drawdown Duration | 147 days 00:00:00 |
| Profit Factor | 2.697436 |
| Expectancy | 9.518233 |
| Sharpe Ratio | 1.29014 |
| Calmar Ratio | 2.622977 |
| Omega Ratio | 1.200659 |
| Sortino Ratio | 1.897085 |
| Skew | 0.016641 |
| Kurtosis | 4.671045 |
| Tail Ratio | 0.970524 |
| Common Sense Ratio | 1.279525 |
| Value at Risk | -0.019035 |
| Alpha | 0.380463 |
| Beta | -0.051893 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, CSX) | 343.016028 | 2023-01-04 | 30.080545 | 0.0 | 2023-01-23 | 30.812940 | 0.0 | -251.223339 | -0.024348 | Short | Closed |
| 1 | 1 | (entries/exits, CSX) | 310.048510 | 2023-01-23 | 30.773556 | 0.0 | 2023-03-01 | 29.771017 | 0.0 | -310.835822 | -0.032578 | Long | Closed |
| 2 | 2 | (entries/exits, CSX) | 460.851715 | 2023-03-01 | 29.355861 | 0.0 | 2023-05-04 | 29.804872 | 0.0 | -206.927313 | -0.015295 | Short | Closed |
| 3 | 3 | (entries/exits, CSX) | 294.429702 | 2023-05-04 | 30.203274 | 0.0 | 2023-06-21 | 32.034535 | 0.0 | 539.177582 | 0.060631 | Long | Closed |
| 4 | 4 | (entries/exits, CSX) | 311.573953 | 2023-06-21 | 32.077240 | 0.0 | 2023-07-10 | 32.529306 | 0.0 | -140.851973 | -0.014093 | Short | Closed |
| 5 | 5 | (entries/exits, CSX) | 284.868920 | 2023-07-10 | 32.513895 | 0.0 | 2023-08-08 | 30.324448 | 0.0 | -623.705459 | -0.067339 | Long | Closed |
| 6 | 6 | (entries/exits, CSX) | 334.420910 | 2023-08-08 | 30.185543 | 0.0 | 2023-09-05 | 29.150594 | 0.0 | 346.108520 | 0.034286 | Short | Closed |
| 7 | 7 | (entries/exits, CSX) | 311.020833 | 2023-09-05 | 29.060934 | 0.0 | 2023-09-20 | 30.402820 | 0.0 | 417.354688 | 0.046175 | Long | Closed |
| 8 | 8 | (entries/exits, CSX) | 409.947728 | 2023-09-20 | 30.170626 | 0.0 | 2023-11-07 | 29.542351 | 0.0 | 257.560063 | 0.020824 | Short | Closed |
| 9 | 9 | (entries/exits, CSX) | 332.687896 | 2023-11-07 | 29.496536 | 0.0 | 2024-01-02 | 33.690470 | 0.0 | 1395.271303 | 0.142184 | Long | Closed |
| 10 | 10 | (entries/exits, CSX) | 334.470002 | 2024-01-02 | 33.738338 | 0.0 | 2024-01-17 | 33.524878 | 0.0 | 71.395967 | 0.006327 | Short | Closed |
| 11 | 11 | (entries/exits, CSX) | 335.796342 | 2024-01-17 | 33.534542 | 0.0 | 2024-03-05 | 37.354785 | 0.0 | 1282.823441 | 0.113920 | Long | Closed |
| 12 | 12 | (entries/exits, CSX) | 400.271317 | 2024-03-05 | 37.181119 | 0.0 | 2024-04-02 | 35.787214 | 0.0 | 557.940412 | 0.037490 | Short | Closed |
| 13 | 13 | (entries/exits, CSX) | 365.873548 | 2024-04-02 | 35.664368 | 0.0 | 2024-05-07 | 33.209133 | 0.0 | -898.305536 | -0.068843 | Long | Closed |
| 14 | 14 | (entries/exits, CSX) | 484.651516 | 2024-05-07 | 33.015624 | 0.0 | 2024-06-26 | 32.486799 | 0.0 | 256.295734 | 0.016017 | Short | Closed |
| 15 | 15 | (entries/exits, CSX) | 384.294360 | 2024-06-26 | 32.394574 | 0.0 | 2024-07-18 | 34.351464 | 0.0 | 752.021783 | 0.060408 | Long | Closed |
| 16 | 16 | (entries/exits, CSX) | 585.109172 | 2024-07-18 | 33.907458 | 0.0 | 2024-09-24 | 33.597280 | 0.0 | 181.487713 | 0.009148 | Short | Closed |
| 17 | 17 | (entries/exits, CSX) | 401.008730 | 2024-09-24 | 33.609749 | 0.0 | 2024-11-08 | 35.420610 | 0.0 | 726.171132 | 0.053879 | Long | Closed |
| 18 | 18 | (entries/exits, CSX) | 401.156701 | 2024-11-08 | 35.449283 | 0.0 | 2024-11-14 | 35.120466 | 0.0 | 131.907033 | 0.009276 | Short | Closed |
| 19 | 19 | (entries/exits, CSX) | 402.939586 | 2024-11-14 | 35.080809 | 0.0 | 2024-11-20 | 34.038719 | 0.0 | -419.899287 | -0.029705 | Long | Open |
| 20 | 20 | (entries/exits stock two, DDOG) | 8.707996 | 2023-01-04 | 68.498954 | 0.0 | 2023-01-23 | 73.922246 | 0.0 | 47.226014 | 0.079173 | Long | Closed |
| 21 | 21 | (entries/exits stock two, DDOG) | 9.079224 | 2023-01-23 | 76.079715 | 0.0 | 2023-03-01 | 77.190001 | 0.0 | -10.080528 | -0.014594 | Short | Closed |
| 22 | 22 | (entries/exits stock two, DDOG) | 11.146928 | 2023-03-01 | 71.816224 | 0.0 | 2023-05-04 | 73.170930 | 0.0 | 15.100805 | 0.018864 | Long | Closed |
| 23 | 23 | (entries/exits stock two, DDOG) | 7.266453 | 2023-05-04 | 78.196034 | 0.0 | 2023-06-21 | 91.759113 | 0.0 | -98.555477 | -0.173450 | Short | Closed |
| 24 | 24 | (entries/exits stock two, DDOG) | 5.627453 | 2023-06-21 | 92.179853 | 0.0 | 2023-07-10 | 100.871707 | 0.0 | 48.912999 | 0.094292 | Long | Closed |
| 25 | 25 | (entries/exits stock two, DDOG) | 5.655857 | 2023-07-10 | 102.655913 | 0.0 | 2023-08-08 | 93.523591 | 0.0 | 51.651110 | 0.088961 | Short | Closed |
| 26 | 26 | (entries/exits stock two, DDOG) | 5.863548 | 2023-08-08 | 88.300471 | 0.0 | 2023-09-05 | 97.152242 | 0.0 | 51.902787 | 0.100246 | Long | Closed |
| 27 | 27 | (entries/exits stock two, DDOG) | 5.474200 | 2023-09-05 | 97.822837 | 0.0 | 2023-09-20 | 92.380944 | 0.0 | 29.790013 | 0.055630 | Short | Closed |
| 28 | 28 | (entries/exits stock two, DDOG) | 8.059802 | 2023-09-20 | 89.863170 | 0.0 | 2023-11-07 | 99.298423 | 0.0 | 76.046269 | 0.104996 | Long | Closed |
| 29 | 29 | (entries/exits stock two, DDOG) | 5.931382 | 2023-11-07 | 104.082222 | 0.0 | 2024-01-02 | 114.782225 | 0.0 | -63.465807 | -0.102803 | Short | Closed |
| 30 | 30 | (entries/exits stock two, DDOG) | 5.180014 | 2024-01-02 | 115.049960 | 0.0 | 2024-01-17 | 125.403982 | 0.0 | 53.633972 | 0.089996 | Long | Closed |
| 31 | 31 | (entries/exits stock two, DDOG) | 6.246840 | 2024-01-17 | 126.508452 | 0.0 | 2024-03-05 | 125.245416 | 0.0 | 7.889983 | 0.009984 | Short | Closed |
| 32 | 32 | (entries/exits stock two, DDOG) | 5.937041 | 2024-03-05 | 123.404152 | 0.0 | 2024-04-02 | 124.290744 | 0.0 | 5.263730 | 0.007184 | Long | Closed |
| 33 | 33 | (entries/exits stock two, DDOG) | 6.464088 | 2024-04-02 | 124.357476 | 0.0 | 2024-05-07 | 115.939845 | 0.0 | 54.412310 | 0.067689 | Short | Closed |
| 34 | 34 | (entries/exits stock two, DDOG) | 7.167055 | 2024-05-07 | 113.023240 | 0.0 | 2024-06-26 | 121.939051 | 0.0 | 63.900106 | 0.078885 | Long | Closed |
| 35 | 35 | (entries/exits stock two, DDOG) | 6.237006 | 2024-06-26 | 123.448211 | 0.0 | 2024-07-18 | 119.705849 | 0.0 | 23.341134 | 0.030315 | Short | Closed |
| 36 | 36 | (entries/exits stock two, DDOG) | 8.892514 | 2024-07-18 | 116.343864 | 0.0 | 2024-09-24 | 116.361541 | 0.0 | 0.157194 | 0.000152 | Long | Closed |
| 37 | 37 | (entries/exits stock two, DDOG) | 7.632169 | 2024-09-24 | 118.760473 | 0.0 | 2024-11-08 | 124.497687 | 0.0 | -43.787386 | -0.048309 | Short | Closed |
| 38 | 38 | (entries/exits stock two, DDOG) | 5.939952 | 2024-11-08 | 124.443223 | 0.0 | 2024-11-14 | 131.292592 | 0.0 | 40.684930 | 0.055040 | Long | Closed |
| 39 | 39 | (entries/exits stock two, DDOG) | 5.839907 | 2024-11-14 | 131.271526 | 0.0 | 2024-11-20 | 135.280061 | 0.0 | -23.409474 | -0.030536 | Short | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 16373.35633 |
| Total Return [%] | 63.733563 |
| Max Gross Exposure [%] | 110.451364 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 15.395951 |
| Max Drawdown Duration | 85 days 00:00:00 |
| Profit Factor | 2.254096 |
| Expectancy | 9.74184 |
| Sharpe Ratio | 1.657562 |
| Calmar Ratio | 2.947326 |
| Omega Ratio | 1.273075 |
| Sortino Ratio | 2.498236 |
| Skew | -0.003386 |
| Kurtosis | 5.804198 |
| Tail Ratio | 1.136446 |
| Common Sense Ratio | 1.65213 |
| Value at Risk | -0.017363 |
| Alpha | 0.58948 |
| Beta | -0.272015 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, CSX) | 311.191188 | 2023-06-02 | 30.892929 | 0.0 | 2023-06-21 | 32.057715 | 0.0 | 362.471262 | 0.037704 | Long | Closed |
| 1 | 1 | (entries/exits, CSX) | 335.424383 | 2023-06-21 | 32.077280 | 0.0 | 2023-07-10 | 32.529327 | 0.0 | -151.627399 | -0.014092 | Short | Closed |
| 2 | 2 | (entries/exits, CSX) | 305.860412 | 2023-07-10 | 32.515337 | 0.0 | 2023-08-08 | 30.320959 | 0.0 | -671.173388 | -0.067487 | Long | Closed |
| 3 | 3 | (entries/exits, CSX) | 359.327743 | 2023-08-08 | 30.185337 | 0.0 | 2023-09-05 | 29.151308 | 0.0 | 371.555283 | 0.034256 | Short | Closed |
| 4 | 4 | (entries/exits, CSX) | 333.628251 | 2023-09-05 | 29.060481 | 0.0 | 2023-09-20 | 30.403472 | 0.0 | 448.059618 | 0.046214 | Long | Closed |
| 5 | 5 | (entries/exits, CSX) | 440.758382 | 2023-09-20 | 30.169463 | 0.0 | 2023-11-07 | 29.542563 | 0.0 | 276.311591 | 0.020779 | Short | Closed |
| 6 | 6 | (entries/exits, CSX) | 356.422492 | 2023-11-07 | 29.493653 | 0.0 | 2024-01-02 | 33.696946 | 0.0 | 1498.148155 | 0.142515 | Long | Closed |
| 7 | 7 | (entries/exits, CSX) | 359.268133 | 2024-01-02 | 33.738337 | 0.0 | 2024-01-17 | 33.524982 | 0.0 | 76.651500 | 0.006324 | Short | Closed |
| 8 | 8 | (entries/exits, CSX) | 359.943961 | 2024-01-17 | 33.531732 | 0.0 | 2024-03-05 | 37.360080 | 0.0 | 1377.990846 | 0.114171 | Long | Closed |
| 9 | 9 | (entries/exits, CSX) | 430.398619 | 2024-03-05 | 37.180392 | 0.0 | 2024-04-02 | 35.787457 | 0.0 | 599.517418 | 0.037464 | Short | Closed |
| 10 | 10 | (entries/exits, CSX) | 392.454361 | 2024-04-02 | 35.668222 | 0.0 | 2024-05-07 | 33.207850 | 0.0 | -965.583476 | -0.068979 | Long | Closed |
| 11 | 11 | (entries/exits, CSX) | 520.700004 | 2024-05-07 | 33.015053 | 0.0 | 2024-06-26 | 32.486992 | 0.0 | 274.961174 | 0.015995 | Short | Closed |
| 12 | 12 | (entries/exits, CSX) | 412.018667 | 2024-06-26 | 32.393637 | 0.0 | 2024-07-18 | 34.352607 | 0.0 | 807.132244 | 0.060474 | Long | Closed |
| 13 | 13 | (entries/exits, CSX) | 629.141215 | 2024-07-18 | 33.905721 | 0.0 | 2024-09-24 | 33.596771 | 0.0 | 194.373105 | 0.009112 | Short | Closed |
| 14 | 14 | (entries/exits, CSX) | 429.525784 | 2024-09-24 | 33.610497 | 0.0 | 2024-11-08 | 35.424154 | 0.0 | 779.012146 | 0.053961 | Long | Closed |
| 15 | 15 | (entries/exits, CSX) | 430.887453 | 2024-11-08 | 35.449285 | 0.0 | 2024-11-14 | 35.120734 | 0.0 | 141.568354 | 0.009268 | Short | Closed |
| 16 | 16 | (entries/exits, CSX) | 438.714757 | 2024-11-14 | 35.052405 | 0.0 | 2024-12-30 | 31.808350 | 0.0 | -1423.214962 | -0.092549 | Long | Closed |
| 17 | 17 | (entries/exits, CSX) | 484.344753 | 2024-12-30 | 31.783852 | 0.0 | 2025-01-28 | 32.344607 | 0.0 | -271.598323 | -0.017643 | Short | Closed |
| 18 | 18 | (entries/exits, CSX) | 419.082096 | 2025-01-28 | 32.284801 | 0.0 | 2025-02-13 | 32.698070 | 0.0 | 173.193982 | 0.012801 | Long | Closed |
| 19 | 19 | (entries/exits, CSX) | 804.456569 | 2025-02-13 | 30.862140 | 0.0 | 2025-04-17 | 28.008777 | 0.0 | 2295.406631 | 0.092455 | Short | Open |
| 20 | 20 | (entries/exits stock two, DDOG) | 5.098322 | 2023-06-02 | 98.168143 | 0.0 | 2023-06-21 | 92.524784 | 0.0 | 28.771658 | 0.057487 | Short | Closed |
| 21 | 21 | (entries/exits stock two, DDOG) | 5.186449 | 2023-06-21 | 92.181365 | 0.0 | 2023-07-10 | 100.867819 | 0.0 | 45.051850 | 0.094232 | Long | Closed |
| 22 | 22 | (entries/exits stock two, DDOG) | 5.201767 | 2023-07-10 | 102.650826 | 0.0 | 2023-08-08 | 93.506534 | 0.0 | 47.566478 | 0.089082 | Short | Closed |
| 23 | 23 | (entries/exits stock two, DDOG) | 5.394972 | 2023-08-08 | 88.302028 | 0.0 | 2023-09-05 | 97.146775 | 0.0 | 47.717168 | 0.100165 | Long | Closed |
| 24 | 24 | (entries/exits stock two, DDOG) | 5.028101 | 2023-09-05 | 97.824245 | 0.0 | 2023-09-20 | 92.378447 | 0.0 | 27.382024 | 0.055669 | Short | Closed |
| 25 | 25 | (entries/exits stock two, DDOG) | 7.423645 | 2023-09-20 | 89.851541 | 0.0 | 2023-11-07 | 99.282485 | 0.0 | 70.011980 | 0.104961 | Long | Closed |
| 26 | 26 | (entries/exits stock two, DDOG) | 5.447339 | 2023-11-07 | 104.089644 | 0.0 | 2024-01-02 | 114.784564 | 0.0 | -58.258852 | -0.102747 | Short | Closed |
| 27 | 27 | (entries/exits stock two, DDOG) | 4.764418 | 2024-01-02 | 115.049738 | 0.0 | 2024-01-17 | 125.399557 | 0.0 | 49.310865 | 0.089960 | Long | Closed |
| 28 | 28 | (entries/exits stock two, DDOG) | 5.735012 | 2024-01-17 | 126.507274 | 0.0 | 2024-03-05 | 125.232462 | 0.0 | 7.311060 | 0.010077 | Short | Closed |
| 29 | 29 | (entries/exits stock two, DDOG) | 5.464647 | 2024-03-05 | 123.403318 | 0.0 | 2024-04-02 | 124.290070 | 0.0 | 4.845785 | 0.007186 | Long | Closed |
| 30 | 30 | (entries/exits stock two, DDOG) | 5.938295 | 2024-04-02 | 124.357715 | 0.0 | 2024-05-07 | 115.928228 | 0.0 | 50.056779 | 0.067784 | Short | Closed |
| 31 | 31 | (entries/exits stock two, DDOG) | 6.595265 | 2024-05-07 | 113.026436 | 0.0 | 2024-06-26 | 121.931645 | 0.0 | 58.732214 | 0.078789 | Long | Closed |
| 32 | 32 | (entries/exits stock two, DDOG) | 5.727501 | 2024-06-26 | 123.451545 | 0.0 | 2024-07-18 | 119.701004 | 0.0 | 21.481228 | 0.030381 | Short | Closed |
| 33 | 33 | (entries/exits stock two, DDOG) | 8.189555 | 2024-07-18 | 116.331208 | 0.0 | 2024-09-24 | 116.356261 | 0.0 | 0.205173 | 0.000215 | Long | Closed |
| 34 | 34 | (entries/exits stock two, DDOG) | 7.013519 | 2024-09-24 | 118.766153 | 0.0 | 2024-11-08 | 124.497317 | 0.0 | -40.195626 | -0.048256 | Short | Closed |
| 35 | 35 | (entries/exits stock two, DDOG) | 5.460726 | 2024-11-08 | 124.443174 | 0.0 | 2024-11-14 | 131.291591 | 0.0 | 37.397335 | 0.055032 | Long | Closed |
| 36 | 36 | (entries/exits stock two, DDOG) | 6.223536 | 2024-11-14 | 134.305309 | 0.0 | 2024-12-30 | 146.595794 | 0.0 | -76.490277 | -0.091512 | Short | Closed |
| 37 | 37 | (entries/exits stock two, DDOG) | 4.747511 | 2024-12-30 | 143.793866 | 0.0 | 2025-01-28 | 150.536674 | 0.0 | 32.011558 | 0.046892 | Long | Closed |
| 38 | 38 | (entries/exits stock two, DDOG) | 4.439817 | 2025-01-28 | 151.193028 | 0.0 | 2025-02-13 | 136.579663 | 0.0 | 64.880672 | 0.096654 | Short | Closed |
| 39 | 39 | (entries/exits stock two, DDOG) | 10.709812 | 2025-02-13 | 116.236660 | 0.0 | 2025-04-17 | 94.052471 | 0.0 | -237.588502 | -0.190854 | Long | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 20277.445611 |
| Total Return [%] | 102.774456 |
| Max Gross Exposure [%] | 110.477505 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 15.357386 |
| Max Drawdown Duration | 85 days 00:00:00 |
| Profit Factor | 4.161686 |
| Expectancy | 20.363194 |
| Sharpe Ratio | 2.263579 |
| Calmar Ratio | 4.622581 |
| Omega Ratio | 1.3944 |
| Sortino Ratio | 3.643043 |
| Skew | 0.283036 |
| Kurtosis | 5.324101 |
| Tail Ratio | 1.367663 |
| Common Sense Ratio | 2.338577 |
| Value at Risk | -0.01663 |
| Alpha | 0.871852 |
| Beta | -0.168697 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, CSX) | 358.126037 | 2023-10-20 | 29.765484 | 0.0 | 2023-11-07 | 29.453323 | 0.0 | 111.793228 | 0.010487 | Short | Closed |
| 1 | 1 | (entries/exits, CSX) | 333.096523 | 2023-11-07 | 29.494487 | 0.0 | 2024-01-02 | 33.695075 | 0.0 | 1399.201508 | 0.142419 | Long | Closed |
| 2 | 2 | (entries/exits, CSX) | 335.503085 | 2024-01-02 | 33.738337 | 0.0 | 2024-01-17 | 33.524952 | 0.0 | 71.591324 | 0.006325 | Short | Closed |
| 3 | 3 | (entries/exits, CSX) | 336.336025 | 2024-01-17 | 33.532544 | 0.0 | 2024-03-05 | 37.358550 | 0.0 | 1286.823581 | 0.114098 | Long | Closed |
| 4 | 4 | (entries/exits, CSX) | 401.807023 | 2024-03-05 | 37.180602 | 0.0 | 2024-04-02 | 35.787386 | 0.0 | 559.803626 | 0.037472 | Short | Closed |
| 5 | 5 | (entries/exits, CSX) | 366.641227 | 2024-04-02 | 35.667108 | 0.0 | 2024-05-07 | 33.208221 | 0.0 | -901.529528 | -0.068940 | Long | Closed |
| 6 | 6 | (entries/exits, CSX) | 486.225514 | 2024-05-07 | 33.015217 | 0.0 | 2024-06-26 | 32.486936 | 0.0 | 256.863683 | 0.016001 | Short | Closed |
| 7 | 7 | (entries/exits, CSX) | 384.971257 | 2024-06-26 | 32.393908 | 0.0 | 2024-07-18 | 34.352277 | 0.0 | 753.915896 | 0.060455 | Long | Closed |
| 8 | 8 | (entries/exits, CSX) | 587.349413 | 2024-07-18 | 33.906221 | 0.0 | 2024-09-24 | 33.596918 | 0.0 | 181.669316 | 0.009122 | Short | Closed |
| 9 | 9 | (entries/exits, CSX) | 401.440696 | 2024-09-24 | 33.610281 | 0.0 | 2024-11-08 | 35.423130 | 0.0 | 727.751192 | 0.053937 | Long | Closed |
| 10 | 10 | (entries/exits, CSX) | 402.388360 | 2024-11-08 | 35.449284 | 0.0 | 2024-11-14 | 35.120657 | 0.0 | 132.235850 | 0.009270 | Short | Closed |
| 11 | 11 | (entries/exits, CSX) | 410.053727 | 2024-11-14 | 35.051054 | 0.0 | 2024-12-30 | 31.810532 | 0.0 | -1328.788083 | -0.092451 | Long | Closed |
| 12 | 12 | (entries/exits, CSX) | 452.325781 | 2024-12-30 | 31.783875 | 0.0 | 2025-01-28 | 32.344510 | 0.0 | -253.590053 | -0.017639 | Short | Closed |
| 13 | 13 | (entries/exits, CSX) | 391.539309 | 2025-01-28 | 32.284856 | 0.0 | 2025-02-13 | 32.698050 | 0.0 | 161.781884 | 0.012798 | Long | Closed |
| 14 | 14 | (entries/exits, CSX) | 766.228027 | 2025-02-13 | 30.792074 | 0.0 | 2025-04-25 | 28.117569 | 0.0 | 2049.280478 | 0.086857 | Short | Closed |
| 15 | 15 | (entries/exits, CSX) | 539.366057 | 2025-04-25 | 27.709414 | 0.0 | 2025-08-01 | 34.739593 | 0.0 | 3791.839674 | 0.253711 | Long | Closed |
| 16 | 16 | (entries/exits, CSX) | 673.565497 | 2025-08-01 | 34.664598 | 0.0 | 2025-08-28 | 32.909845 | 0.0 | 1181.941270 | 0.050621 | Short | Closed |
| 17 | 17 | (entries/exits, CSX) | 591.503542 | 2025-08-28 | 32.529073 | 0.0 | 2025-09-11 | 32.848873 | 0.0 | 189.162914 | 0.009831 | Long | Open |
| 18 | 18 | (entries/exits stock two, DDOG) | 6.219248 | 2023-10-20 | 85.357207 | 0.0 | 2023-11-07 | 100.598050 | 0.0 | 94.786575 | 0.178554 | Long | Closed |
| 19 | 19 | (entries/exits stock two, DDOG) | 5.334462 | 2023-11-07 | 104.087502 | 0.0 | 2024-01-02 | 114.783891 | 0.0 | -57.059473 | -0.102763 | Short | Closed |
| 20 | 20 | (entries/exits stock two, DDOG) | 4.663677 | 2024-01-02 | 115.049802 | 0.0 | 2024-01-17 | 125.400834 | 0.0 | 48.273867 | 0.089970 | Long | Closed |
| 21 | 21 | (entries/exits stock two, DDOG) | 5.616753 | 2024-01-17 | 126.507614 | 0.0 | 2024-03-05 | 125.236204 | 0.0 | 7.141199 | 0.010050 | Short | Closed |
| 22 | 22 | (entries/exits stock two, DDOG) | 5.347989 | 2024-03-05 | 123.403559 | 0.0 | 2024-04-02 | 124.290264 | 0.0 | 4.742091 | 0.007185 | Long | Closed |
| 23 | 23 | (entries/exits stock two, DDOG) | 5.814761 | 2024-04-02 | 124.357646 | 0.0 | 2024-05-07 | 115.931582 | 0.0 | 48.995544 | 0.067757 | Short | Closed |
| 24 | 24 | (entries/exits stock two, DDOG) | 6.454904 | 2024-05-07 | 113.025516 | 0.0 | 2024-06-26 | 121.933780 | 0.0 | 57.501993 | 0.078816 | Long | Closed |
| 25 | 25 | (entries/exits stock two, DDOG) | 5.608969 | 2024-06-26 | 123.450583 | 0.0 | 2024-07-18 | 119.702402 | 0.0 | 21.023429 | 0.030362 | Short | Closed |
| 26 | 26 | (entries/exits stock two, DDOG) | 8.013435 | 2024-07-18 | 116.334854 | 0.0 | 2024-09-24 | 116.357783 | 0.0 | 0.183738 | 0.000197 | Long | Closed |
| 27 | 27 | (entries/exits stock two, DDOG) | 6.867010 | 2024-09-24 | 118.764514 | 0.0 | 2024-11-08 | 124.497424 | 0.0 | -39.367944 | -0.048271 | Short | Closed |
| 28 | 28 | (entries/exits stock two, DDOG) | 5.346018 | 2024-11-08 | 124.443188 | 0.0 | 2024-11-14 | 131.291880 | 0.0 | 36.613231 | 0.055035 | Long | Closed |
| 29 | 29 | (entries/exits stock two, DDOG) | 6.095656 | 2024-11-14 | 134.309375 | 0.0 | 2024-12-30 | 146.596074 | 0.0 | -74.895499 | -0.091481 | Short | Closed |
| 30 | 30 | (entries/exits stock two, DDOG) | 4.647297 | 2024-12-30 | 143.794583 | 0.0 | 2025-01-28 | 150.539278 | 0.0 | 31.344603 | 0.046905 | Long | Closed |
| 31 | 31 | (entries/exits stock two, DDOG) | 4.348400 | 2025-01-28 | 151.191749 | 0.0 | 2025-02-13 | 136.581242 | 0.0 | 63.532327 | 0.096636 | Short | Closed |
| 32 | 32 | (entries/exits stock two, DDOG) | 10.716514 | 2025-02-13 | 115.639790 | 0.0 | 2025-04-25 | 101.068651 | 0.0 | -156.151821 | -0.126005 | Long | Closed |
| 33 | 33 | (entries/exits stock two, DDOG) | 9.853594 | 2025-04-25 | 110.214787 | 0.0 | 2025-08-01 | 134.113317 | 0.0 | -235.486422 | -0.216836 | Short | Closed |
| 34 | 34 | (entries/exits stock two, DDOG) | 8.080018 | 2025-08-01 | 134.276965 | 0.0 | 2025-08-28 | 139.809890 | 0.0 | 44.706131 | 0.041205 | Long | Closed |
| 35 | 35 | (entries/exits stock two, DDOG) | 7.132586 | 2025-08-28 | 140.446376 | 0.0 | 2025-09-11 | 139.070397 | 0.0 | 9.814286 | 0.009797 | Short | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 15925.340955 |
| Total Return [%] | 59.25341 |
| Max Gross Exposure [%] | 35937.976971 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 11.494744 |
| Max Drawdown Duration | 112 days 00:00:00 |
| Profit Factor | 2.337856 |
| Expectancy | 10.727842 |
| Sharpe Ratio | 2.155536 |
| Calmar Ratio | 3.684141 |
| Omega Ratio | 1.3886 |
| Sortino Ratio | 3.665276 |
| Skew | 0.837183 |
| Kurtosis | 3.758924 |
| Tail Ratio | 1.163332 |
| Common Sense Ratio | 1.655982 |
| Value at Risk | -0.012855 |
| Alpha | 0.41342 |
| Beta | 0.061037 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, DGX) | 42.351032 | 2023-01-12 | 139.925481 | 0.0 | 2023-02-16 | 139.304892 | 0.0 | -26.282596 | -0.004435 | Long | Closed |
| 1 | 1 | (entries/exits, DGX) | 41.271165 | 2023-02-16 | 139.133459 | 0.0 | 2023-02-24 | 133.085240 | 0.0 | 249.617021 | 0.043471 | Short | Closed |
| 2 | 2 | (entries/exits, DGX) | 47.035453 | 2023-02-24 | 132.288802 | 0.0 | 2023-03-24 | 132.721094 | 0.0 | 20.333079 | 0.003268 | Long | Closed |
| 3 | 3 | (entries/exits, DGX) | 48.460165 | 2023-03-24 | 133.191251 | 0.0 | 2023-04-28 | 133.018799 | 0.0 | 8.357058 | 0.001295 | Short | Closed |
| 4 | 4 | (entries/exits, DGX) | 47.828091 | 2023-04-28 | 131.976520 | 0.0 | 2023-06-01 | 127.968360 | 0.0 | -191.702616 | -0.030370 | Long | Closed |
| 5 | 5 | (entries/exits, DGX) | 49.953190 | 2023-06-01 | 128.420250 | 0.0 | 2023-07-26 | 131.302659 | 0.0 | -143.985572 | -0.022445 | Short | Closed |
| 6 | 6 | (entries/exits, DGX) | 50.737407 | 2023-07-26 | 130.522850 | 0.0 | 2023-08-30 | 129.204178 | 0.0 | -66.906021 | -0.010103 | Long | Closed |
| 7 | 7 | (entries/exits, DGX) | 48.915599 | 2023-08-30 | 129.220047 | 0.0 | 2023-08-31 | 126.168968 | 0.0 | 149.245347 | 0.023611 | Short | Closed |
| 8 | 8 | (entries/exits, DGX) | 56.666342 | 2023-08-31 | 125.486320 | 0.0 | 2023-10-05 | 118.726466 | 0.0 | -383.056197 | -0.053869 | Long | Closed |
| 9 | 9 | (entries/exits, DGX) | 66.910372 | 2023-10-05 | 119.529135 | 0.0 | 2023-12-05 | 128.673607 | 0.0 | -611.860050 | -0.076504 | Short | Closed |
| 10 | 10 | (entries/exits, DGX) | 49.462540 | 2023-12-05 | 130.175537 | 0.0 | 2023-12-12 | 134.452412 | 0.0 | 211.545093 | 0.032855 | Long | Closed |
| 11 | 11 | (entries/exits, DGX) | 53.573238 | 2023-12-12 | 134.281248 | 0.0 | 2023-12-26 | 132.045493 | 0.0 | 119.776617 | 0.016650 | Short | Closed |
| 12 | 12 | (entries/exits, DGX) | 64.058806 | 2023-12-26 | 130.965491 | 0.0 | 2024-03-28 | 128.449812 | 0.0 | -161.151370 | -0.019209 | Long | Closed |
| 13 | 13 | (entries/exits, DGX) | 53.535238 | 2024-03-28 | 129.044002 | 0.0 | 2024-04-12 | 125.611357 | 0.0 | 183.767440 | 0.026601 | Short | Closed |
| 14 | 14 | (entries/exits, DGX) | 53.204964 | 2024-04-12 | 125.385015 | 0.0 | 2024-04-23 | 133.227974 | 0.0 | 417.284332 | 0.062551 | Long | Closed |
| 15 | 15 | (entries/exits, DGX) | 58.064600 | 2024-04-23 | 133.420871 | 0.0 | 2024-05-21 | 139.271723 | 0.0 | -339.727431 | -0.043853 | Short | Closed |
| 16 | 16 | (entries/exits, DGX) | 54.808802 | 2024-05-21 | 139.484760 | 0.0 | 2024-06-26 | 135.353732 | 0.0 | -226.416693 | -0.029616 | Long | Closed |
| 17 | 17 | (entries/exits, DGX) | 61.636317 | 2024-06-26 | 135.631059 | 0.0 | 2024-07-31 | 139.771750 | 0.0 | -255.216908 | -0.030529 | Short | Closed |
| 18 | 18 | (entries/exits, DGX) | 51.585598 | 2024-07-31 | 139.615444 | 0.0 | 2024-08-02 | 147.220016 | 0.0 | 392.286399 | 0.054468 | Long | Closed |
| 19 | 19 | (entries/exits, DGX) | 60.506357 | 2024-08-02 | 147.367782 | 0.0 | 2024-09-19 | 151.869944 | 0.0 | -272.409426 | -0.030551 | Short | Closed |
| 20 | 20 | (entries/exits, DGX) | 55.563859 | 2024-09-19 | 151.844205 | 0.0 | 2024-10-22 | 154.826476 | 0.0 | 165.706523 | 0.019640 | Long | Closed |
| 21 | 21 | (entries/exits, DGX) | 55.269672 | 2024-10-22 | 155.116304 | 0.0 | 2024-11-14 | 154.736068 | 0.0 | 21.015517 | 0.002451 | Short | Closed |
| 22 | 22 | (entries/exits, DGX) | 53.790359 | 2024-11-14 | 154.639228 | 0.0 | 2024-11-20 | 159.024776 | 0.0 | 235.900220 | 0.028360 | Long | Open |
| 23 | 23 | (entries/exits stock two, JCI) | 90.838341 | 2023-01-12 | 64.278273 | 0.0 | 2023-02-16 | 61.425503 | 0.0 | 259.140899 | 0.044382 | Short | Closed |
| 24 | 24 | (entries/exits stock two, JCI) | 80.965934 | 2023-02-16 | 60.999256 | 0.0 | 2023-02-24 | 59.271704 | 0.0 | -139.872829 | -0.028321 | Long | Closed |
| 25 | 25 | (entries/exits stock two, JCI) | 100.256219 | 2023-02-24 | 58.785656 | 0.0 | 2023-03-24 | 55.971311 | 0.0 | 282.155619 | 0.047875 | Short | Closed |
| 26 | 26 | (entries/exits stock two, JCI) | 94.742915 | 2023-03-24 | 55.449401 | 0.0 | 2023-04-28 | 56.954635 | 0.0 | 142.610234 | 0.027146 | Long | Closed |
| 27 | 27 | (entries/exits stock two, JCI) | 103.705433 | 2023-04-28 | 57.132717 | 0.0 | 2023-06-01 | 57.510642 | 0.0 | -39.192895 | -0.006615 | Short | Closed |
| 28 | 28 | (entries/exits stock two, JCI) | 90.930544 | 2023-06-01 | 57.437706 | 0.0 | 2023-07-26 | 65.416626 | 0.0 | 725.527482 | 0.138914 | Long | Closed |
| 29 | 29 | (entries/exits stock two, JCI) | 105.547534 | 2023-07-26 | 64.239345 | 0.0 | 2023-08-30 | 56.919817 | 0.0 | 772.558087 | 0.113942 | Short | Closed |
| 30 | 30 | (entries/exits stock two, JCI) | 97.762115 | 2023-08-30 | 56.581028 | 0.0 | 2023-08-31 | 56.609787 | 0.0 | 2.811541 | 0.000508 | Long | Closed |
| 31 | 31 | (entries/exits stock two, JCI) | 121.672202 | 2023-08-31 | 55.937197 | 0.0 | 2023-10-05 | 49.887642 | 0.0 | 736.062615 | 0.108149 | Short | Closed |
| 32 | 32 | (entries/exits stock two, JCI) | 132.219443 | 2023-10-05 | 49.404560 | 0.0 | 2023-12-05 | 51.884842 | 0.0 | 327.941505 | 0.050204 | Long | Closed |
| 33 | 33 | (entries/exits stock two, JCI) | 107.298476 | 2023-12-05 | 52.514156 | 0.0 | 2023-12-12 | 51.441687 | 0.0 | 115.074287 | 0.020422 | Short | Closed |
| 34 | 34 | (entries/exits stock two, JCI) | 116.024791 | 2023-12-12 | 51.325945 | 0.0 | 2023-12-26 | 55.843930 | 0.0 | 524.198252 | 0.088025 | Long | Closed |
| 35 | 35 | (entries/exits stock two, JCI) | 158.524878 | 2023-12-26 | 55.173003 | 0.0 | 2024-03-28 | 60.274948 | 0.0 | -808.785261 | -0.092472 | Short | Closed |
| 36 | 36 | (entries/exits stock two, JCI) | 91.814759 | 2024-03-28 | 63.817868 | 0.0 | 2024-04-12 | 63.806714 | 0.0 | -1.024119 | -0.000175 | Long | Closed |
| 37 | 37 | (entries/exits stock two, JCI) | 93.700835 | 2024-04-12 | 63.747662 | 0.0 | 2024-04-23 | 63.666921 | 0.0 | 7.565414 | 0.001267 | Short | Closed |
| 38 | 38 | (entries/exits stock two, JCI) | 98.816788 | 2024-04-23 | 63.482109 | 0.0 | 2024-05-21 | 70.386040 | 0.0 | 682.224346 | 0.108754 | Long | Closed |
| 39 | 39 | (entries/exits stock two, JCI) | 102.638266 | 2024-05-21 | 70.709890 | 0.0 | 2024-06-26 | 65.241570 | 0.0 | 561.258926 | 0.077335 | Short | Closed |
| 40 | 40 | (entries/exits stock two, JCI) | 105.287565 | 2024-06-26 | 64.983758 | 0.0 | 2024-07-31 | 70.016809 | 0.0 | 529.917740 | 0.077451 | Long | Closed |
| 41 | 41 | (entries/exits stock two, JCI) | 94.632172 | 2024-07-31 | 70.239167 | 0.0 | 2024-08-02 | 66.242737 | 0.0 | 378.190910 | 0.056897 | Short | Closed |
| 42 | 42 | (entries/exits stock two, JCI) | 111.985786 | 2024-08-02 | 66.284959 | 0.0 | 2024-09-19 | 72.297770 | 0.0 | 673.349365 | 0.090712 | Long | Closed |
| 43 | 43 | (entries/exits stock two, JCI) | 100.433585 | 2024-09-19 | 73.079842 | 0.0 | 2024-10-22 | 75.640477 | 0.0 | -257.173849 | -0.035039 | Short | Closed |
| 44 | 44 | (entries/exits stock two, JCI) | 95.165562 | 2024-10-22 | 75.666258 | 0.0 | 2024-11-14 | 83.726467 | 0.0 | 767.054334 | 0.106523 | Long | Closed |
| 45 | 45 | (entries/exits stock two, JCI) | 90.805072 | 2024-11-14 | 83.999125 | 0.0 | 2024-11-20 | 81.932846 | 0.0 | 187.628585 | 0.024599 | Short | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 15148.933466 |
| Total Return [%] | 51.489335 |
| Max Gross Exposure [%] | 636.969081 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 10.82953 |
| Max Drawdown Duration | 112 days 00:00:00 |
| Profit Factor | 2.04193 |
| Expectancy | 9.36108 |
| Sharpe Ratio | 1.823127 |
| Calmar Ratio | 3.421239 |
| Omega Ratio | 1.319138 |
| Sortino Ratio | 3.005511 |
| Skew | 0.665766 |
| Kurtosis | 3.699302 |
| Tail Ratio | 1.216133 |
| Common Sense Ratio | 1.666716 |
| Value at Risk | -0.013508 |
| Alpha | 0.370098 |
| Beta | 0.076238 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, DGX) | 51.255022 | 2023-06-01 | 128.418399 | 0.0 | 2023-07-26 | 131.316692 | 0.0 | -148.552038 | -0.022569 | Short | Closed |
| 1 | 1 | (entries/exits, DGX) | 51.137857 | 2023-07-26 | 130.540464 | 0.0 | 2023-08-30 | 129.205703 | 0.0 | -68.256832 | -0.010225 | Long | Closed |
| 2 | 2 | (entries/exits, DGX) | 49.471497 | 2023-08-30 | 129.220047 | 0.0 | 2023-08-31 | 126.168968 | 0.0 | 150.941434 | 0.023611 | Short | Closed |
| 3 | 3 | (entries/exits, DGX) | 56.771220 | 2023-08-31 | 125.548390 | 0.0 | 2023-10-05 | 118.723413 | 0.0 | -387.462289 | -0.054361 | Long | Closed |
| 4 | 4 | (entries/exits, DGX) | 67.359275 | 2023-10-05 | 119.526270 | 0.0 | 2023-12-05 | 128.662754 | 0.0 | -615.426940 | -0.076439 | Short | Closed |
| 5 | 5 | (entries/exits, DGX) | 49.293408 | 2023-12-05 | 130.175537 | 0.0 | 2023-12-12 | 134.460544 | 0.0 | 211.222601 | 0.032917 | Long | Closed |
| 6 | 6 | (entries/exits, DGX) | 53.512099 | 2023-12-12 | 134.275214 | 0.0 | 2023-12-26 | 132.046128 | 0.0 | 119.283052 | 0.016601 | Short | Closed |
| 7 | 7 | (entries/exits, DGX) | 62.574644 | 2023-12-26 | 131.049910 | 0.0 | 2024-03-28 | 128.507174 | 0.0 | -159.110784 | -0.019403 | Long | Closed |
| 8 | 8 | (entries/exits, DGX) | 53.661129 | 2024-03-28 | 129.040203 | 0.0 | 2024-04-12 | 125.618908 | 0.0 | 183.590533 | 0.026513 | Short | Closed |
| 9 | 9 | (entries/exits, DGX) | 53.150752 | 2024-04-12 | 125.387154 | 0.0 | 2024-04-23 | 133.242434 | 0.0 | 417.514039 | 0.062648 | Long | Closed |
| 10 | 10 | (entries/exits, DGX) | 58.240307 | 2024-04-23 | 133.414046 | 0.0 | 2024-05-21 | 139.262987 | 0.0 | -340.644116 | -0.043841 | Short | Closed |
| 11 | 11 | (entries/exits, DGX) | 54.106696 | 2024-05-21 | 139.518136 | 0.0 | 2024-06-26 | 135.342878 | 0.0 | -225.909409 | -0.029926 | Long | Closed |
| 12 | 12 | (entries/exits, DGX) | 61.269483 | 2024-06-26 | 135.645322 | 0.0 | 2024-07-31 | 139.784630 | 0.0 | -253.613260 | -0.030516 | Short | Closed |
| 13 | 13 | (entries/exits, DGX) | 50.879622 | 2024-07-31 | 139.612791 | 0.0 | 2024-08-02 | 147.220016 | 0.0 | 387.052768 | 0.054488 | Long | Closed |
| 14 | 14 | (entries/exits, DGX) | 59.687055 | 2024-08-02 | 147.352253 | 0.0 | 2024-09-19 | 151.847676 | 0.0 | -268.318556 | -0.030508 | Short | Closed |
| 15 | 15 | (entries/exits, DGX) | 54.074408 | 2024-09-19 | 151.872936 | 0.0 | 2024-10-22 | 154.863447 | 0.0 | 161.710069 | 0.019691 | Long | Closed |
| 16 | 16 | (entries/exits, DGX) | 54.121342 | 2024-10-22 | 155.115468 | 0.0 | 2024-11-14 | 154.739839 | 0.0 | 20.329541 | 0.002422 | Short | Closed |
| 17 | 17 | (entries/exits, DGX) | 58.123845 | 2024-11-14 | 154.419349 | 0.0 | 2025-01-13 | 151.995053 | 0.0 | -140.909400 | -0.015699 | Long | Closed |
| 18 | 18 | (entries/exits, DGX) | 55.815247 | 2025-01-13 | 151.763871 | 0.0 | 2025-01-17 | 149.786743 | 0.0 | 110.353888 | 0.013028 | Short | Closed |
| 19 | 19 | (entries/exits, DGX) | 55.962383 | 2025-01-17 | 149.784437 | 0.0 | 2025-01-24 | 153.800212 | 0.0 | 224.732319 | 0.026810 | Long | Closed |
| 20 | 20 | (entries/exits, DGX) | 70.150731 | 2025-01-24 | 156.180982 | 0.0 | 2025-03-19 | 166.652604 | 0.0 | -734.591945 | -0.067048 | Short | Closed |
| 21 | 21 | (entries/exits, DGX) | 53.634428 | 2025-03-19 | 166.281661 | 0.0 | 2025-04-07 | 163.653552 | 0.0 | -140.957124 | -0.015805 | Long | Closed |
| 22 | 22 | (entries/exits, DGX) | 56.169509 | 2025-04-07 | 163.421127 | 0.0 | 2025-04-17 | 163.194427 | 0.0 | 12.733647 | 0.001387 | Short | Open |
| 23 | 23 | (entries/exits stock two, JCI) | 78.094902 | 2023-06-01 | 57.458545 | 0.0 | 2023-07-26 | 65.379435 | 0.0 | 618.581135 | 0.137854 | Long | Closed |
| 24 | 24 | (entries/exits stock two, JCI) | 88.838976 | 2023-07-26 | 64.286207 | 0.0 | 2023-08-30 | 56.919213 | 0.0 | 654.476189 | 0.114597 | Short | Closed |
| 25 | 25 | (entries/exits stock two, JCI) | 82.422315 | 2023-08-30 | 56.581028 | 0.0 | 2023-08-31 | 56.609787 | 0.0 | 2.370384 | 0.000508 | Long | Closed |
| 26 | 26 | (entries/exits stock two, JCI) | 101.891000 | 2023-08-31 | 55.956070 | 0.0 | 2023-10-05 | 49.888382 | 0.0 | 618.242771 | 0.108437 | Short | Closed |
| 27 | 27 | (entries/exits stock two, JCI) | 111.722498 | 2023-10-05 | 49.395124 | 0.0 | 2023-12-05 | 51.838615 | 0.0 | 272.992893 | 0.049468 | Long | Closed |
| 28 | 28 | (entries/exits stock two, JCI) | 89.139980 | 2023-12-05 | 52.514156 | 0.0 | 2023-12-12 | 51.435670 | 0.0 | 96.136236 | 0.020537 | Short | Closed |
| 29 | 29 | (entries/exits stock two, JCI) | 96.678377 | 2023-12-12 | 51.325837 | 0.0 | 2023-12-26 | 55.831524 | 0.0 | 435.602467 | 0.087786 | Long | Closed |
| 30 | 30 | (entries/exits stock two, JCI) | 130.276467 | 2023-12-26 | 55.203056 | 0.0 | 2024-03-28 | 60.330412 | 0.0 | -667.973711 | -0.092882 | Short | Closed |
| 31 | 31 | (entries/exits stock two, JCI) | 76.762119 | 2024-03-28 | 63.816799 | 0.0 | 2024-04-12 | 63.807120 | 0.0 | -0.742928 | -0.000152 | Long | Closed |
| 32 | 32 | (entries/exits stock two, JCI) | 78.160844 | 2024-04-12 | 63.747719 | 0.0 | 2024-04-23 | 63.666659 | 0.0 | 6.335755 | 0.001272 | Short | Closed |
| 33 | 33 | (entries/exits stock two, JCI) | 83.088895 | 2024-04-23 | 63.466232 | 0.0 | 2024-05-21 | 70.321661 | 0.0 | 569.610058 | 0.108017 | Long | Closed |
| 34 | 34 | (entries/exits stock two, JCI) | 84.699893 | 2024-05-21 | 70.724742 | 0.0 | 2024-06-26 | 65.234124 | 0.0 | 465.054763 | 0.077634 | Short | Closed |
| 35 | 35 | (entries/exits stock two, JCI) | 87.545965 | 2024-06-26 | 64.999580 | 0.0 | 2024-07-31 | 69.996030 | 0.0 | 437.419080 | 0.076869 | Long | Closed |
| 36 | 36 | (entries/exits stock two, JCI) | 77.807376 | 2024-07-31 | 70.238128 | 0.0 | 2024-08-02 | 66.242737 | 0.0 | 310.870877 | 0.056884 | Short | Closed |
| 37 | 37 | (entries/exits stock two, JCI) | 92.682793 | 2024-08-02 | 66.287625 | 0.0 | 2024-09-19 | 72.249596 | 0.0 | 552.572161 | 0.089941 | Long | Closed |
| 38 | 38 | (entries/exits stock two, JCI) | 81.730493 | 2024-09-19 | 73.072626 | 0.0 | 2024-10-22 | 75.637110 | 0.0 | -209.596535 | -0.035095 | Short | Closed |
| 39 | 39 | (entries/exits stock two, JCI) | 78.202247 | 2024-10-22 | 75.665512 | 0.0 | 2024-11-14 | 83.698849 | 0.0 | 628.224981 | 0.106169 | Long | Closed |
| 40 | 40 | (entries/exits stock two, JCI) | 91.916963 | 2024-11-14 | 83.249055 | 0.0 | 2025-01-13 | 79.195375 | 0.0 | 372.601953 | 0.048693 | Short | Closed |
| 41 | 41 | (entries/exits stock two, JCI) | 77.369585 | 2025-01-13 | 78.661805 | 0.0 | 2025-01-17 | 80.471536 | 0.0 | 140.018100 | 0.023006 | Long | Closed |
| 42 | 42 | (entries/exits stock two, JCI) | 76.117760 | 2025-01-17 | 80.489079 | 0.0 | 2025-01-24 | 80.956434 | 0.0 | -35.574040 | -0.005806 | Short | Closed |
| 43 | 43 | (entries/exits stock two, JCI) | 90.684510 | 2025-01-24 | 80.764024 | 0.0 | 2025-03-19 | 82.417766 | 0.0 | 149.968730 | 0.020476 | Long | Closed |
| 44 | 44 | (entries/exits stock two, JCI) | 94.040741 | 2025-03-19 | 80.873695 | 0.0 | 2025-04-07 | 72.637361 | 0.0 | 774.550895 | 0.101842 | Short | Closed |
| 45 | 45 | (entries/exits stock two, JCI) | 92.290944 | 2025-04-07 | 71.941415 | 0.0 | 2025-04-17 | 76.724983 | 0.0 | 441.480053 | 0.066493 | Long | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 13184.357005 |
| Total Return [%] | 31.84357 |
| Max Gross Exposure [%] | 951.55775 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 10.905838 |
| Max Drawdown Duration | 112 days 00:00:00 |
| Profit Factor | 1.699248 |
| Expectancy | 6.423572 |
| Sharpe Ratio | 1.195335 |
| Calmar Ratio | 2.140166 |
| Omega Ratio | 1.195605 |
| Sortino Ratio | 1.882902 |
| Skew | 0.509751 |
| Kurtosis | 3.228508 |
| Tail Ratio | 1.140669 |
| Common Sense Ratio | 1.406905 |
| Value at Risk | -0.014719 |
| Alpha | 0.226452 |
| Beta | 0.067493 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, DGX) | 55.705869 | 2023-10-18 | 119.438014 | 0.0 | 2023-12-05 | 129.189126 | 0.0 | -543.194189 | -0.081642 | Short | Closed |
| 1 | 1 | (entries/exits, DGX) | 42.971526 | 2023-12-05 | 130.175537 | 0.0 | 2023-12-12 | 134.459600 | 0.0 | 184.092712 | 0.032910 | Long | Closed |
| 2 | 2 | (entries/exits, DGX) | 46.633525 | 2023-12-12 | 134.276140 | 0.0 | 2023-12-26 | 132.046124 | 0.0 | 103.993517 | 0.016608 | Short | Closed |
| 3 | 3 | (entries/exits, DGX) | 54.677020 | 2023-12-26 | 131.039989 | 0.0 | 2024-03-28 | 128.500436 | 0.0 | -138.855185 | -0.019380 | Long | Closed |
| 4 | 4 | (entries/exits, DGX) | 46.747943 | 2024-03-28 | 129.040643 | 0.0 | 2024-04-12 | 125.618034 | 0.0 | 159.999944 | 0.026523 | Short | Closed |
| 5 | 5 | (entries/exits, DGX) | 46.321416 | 2024-04-12 | 125.386906 | 0.0 | 2024-04-23 | 133.240755 | 0.0 | 363.801434 | 0.062637 | Long | Closed |
| 6 | 6 | (entries/exits, DGX) | 50.729126 | 2024-04-23 | 133.414785 | 0.0 | 2024-05-21 | 139.264427 | 0.0 | -296.747238 | -0.043846 | Short | Closed |
| 7 | 7 | (entries/exits, DGX) | 47.219778 | 2024-05-21 | 139.514237 | 0.0 | 2024-06-26 | 135.344146 | 0.0 | -196.910800 | -0.029890 | Long | Closed |
| 8 | 8 | (entries/exits, DGX) | 53.427484 | 2024-06-26 | 135.643617 | 0.0 | 2024-07-31 | 139.783117 | 0.0 | -221.163049 | -0.030517 | Short | Closed |
| 9 | 9 | (entries/exits, DGX) | 44.408011 | 2024-07-31 | 139.613098 | 0.0 | 2024-08-02 | 147.220016 | 0.0 | 337.808103 | 0.054486 | Long | Closed |
| 10 | 10 | (entries/exits, DGX) | 52.094302 | 2024-08-02 | 147.354053 | 0.0 | 2024-09-19 | 151.850260 | 0.0 | -234.226769 | -0.030513 | Short | Closed |
| 11 | 11 | (entries/exits, DGX) | 47.270043 | 2024-09-19 | 151.869581 | 0.0 | 2024-10-22 | 154.859133 | 0.0 | 141.316231 | 0.019685 | Long | Closed |
| 12 | 12 | (entries/exits, DGX) | 47.277118 | 2024-10-22 | 155.115562 | 0.0 | 2024-11-14 | 154.739401 | 0.0 | 17.783812 | 0.002425 | Short | Closed |
| 13 | 13 | (entries/exits, DGX) | 50.848894 | 2024-11-14 | 154.417090 | 0.0 | 2025-01-13 | 151.996820 | 0.0 | -123.068019 | -0.015674 | Long | Closed |
| 14 | 14 | (entries/exits, DGX) | 48.783452 | 2025-01-13 | 151.764254 | 0.0 | 2025-01-17 | 149.786692 | 0.0 | 96.472285 | 0.013030 | Short | Closed |
| 15 | 15 | (entries/exits, DGX) | 48.920608 | 2025-01-17 | 149.784456 | 0.0 | 2025-01-24 | 153.799911 | 0.0 | 196.438498 | 0.026808 | Long | Closed |
| 16 | 16 | (entries/exits, DGX) | 61.304214 | 2025-01-24 | 156.179045 | 0.0 | 2025-03-19 | 166.653553 | 0.0 | -642.131498 | -0.067067 | Short | Closed |
| 17 | 17 | (entries/exits, DGX) | 46.954549 | 2025-03-19 | 166.279896 | 0.0 | 2025-04-07 | 163.654533 | 0.0 | -123.272742 | -0.015789 | Long | Closed |
| 18 | 18 | (entries/exits, DGX) | 52.877464 | 2025-04-07 | 164.189895 | 0.0 | 2025-05-08 | 174.536390 | 0.0 | -547.096439 | -0.063015 | Short | Closed |
| 19 | 19 | (entries/exits, DGX) | 46.910153 | 2025-05-08 | 175.010747 | 0.0 | 2025-06-20 | 178.303608 | 0.0 | 154.468584 | 0.018815 | Long | Closed |
| 20 | 20 | (entries/exits, DGX) | 44.040382 | 2025-06-20 | 178.568911 | 0.0 | 2025-07-02 | 175.852298 | 0.0 | 119.640697 | 0.015213 | Short | Closed |
| 21 | 21 | (entries/exits, DGX) | 48.332274 | 2025-07-02 | 175.246892 | 0.0 | 2025-08-05 | 173.261950 | 0.0 | -95.936753 | -0.011327 | Long | Closed |
| 22 | 22 | (entries/exits, DGX) | 50.712740 | 2025-08-05 | 174.056570 | 0.0 | 2025-09-11 | 183.009295 | 0.0 | -454.017214 | -0.051436 | Short | Open |
| 23 | 23 | (entries/exits stock two, JCI) | 95.539444 | 2023-10-18 | 48.687049 | 0.0 | 2023-12-05 | 51.887495 | 0.0 | 305.768829 | 0.065735 | Long | Closed |
| 24 | 24 | (entries/exits stock two, JCI) | 79.383035 | 2023-12-05 | 52.514156 | 0.0 | 2023-12-12 | 51.436369 | 0.0 | 85.558021 | 0.020524 | Short | Closed |
| 25 | 25 | (entries/exits stock two, JCI) | 86.066463 | 2023-12-12 | 51.325849 | 0.0 | 2023-12-26 | 55.832961 | 0.0 | 387.911153 | 0.087814 | Long | Closed |
| 26 | 26 | (entries/exits stock two, JCI) | 116.163295 | 2023-12-26 | 55.199550 | 0.0 | 2024-03-28 | 60.323953 | 0.0 | -595.267599 | -0.092834 | Short | Closed |
| 27 | 27 | (entries/exits stock two, JCI) | 68.309982 | 2024-03-28 | 63.816922 | 0.0 | 2024-04-12 | 63.807073 | 0.0 | -0.672798 | -0.000154 | Long | Closed |
| 28 | 28 | (entries/exits stock two, JCI) | 69.573063 | 2024-04-12 | 63.747712 | 0.0 | 2024-04-23 | 63.666689 | 0.0 | 5.637029 | 0.001271 | Short | Closed |
| 29 | 29 | (entries/exits stock two, JCI) | 73.891314 | 2024-04-23 | 63.468066 | 0.0 | 2024-05-21 | 70.329102 | 0.0 | 506.970967 | 0.108102 | Long | Closed |
| 30 | 30 | (entries/exits stock two, JCI) | 75.488064 | 2024-05-21 | 70.723012 | 0.0 | 2024-06-26 | 65.234990 | 0.0 | 414.280111 | 0.077599 | Short | Closed |
| 31 | 31 | (entries/exits stock two, JCI) | 77.956558 | 2024-06-26 | 64.997765 | 0.0 | 2024-07-31 | 69.998426 | 0.0 | 389.834311 | 0.076936 | Long | Closed |
| 32 | 32 | (entries/exits stock two, JCI) | 69.374751 | 2024-07-31 | 70.238249 | 0.0 | 2024-08-02 | 66.242737 | 0.0 | 277.187630 | 0.056885 | Short | Closed |
| 33 | 33 | (entries/exits stock two, JCI) | 82.575379 | 2024-08-02 | 66.287322 | 0.0 | 2024-09-19 | 72.255149 | 0.0 | 492.795594 | 0.090030 | Long | Closed |
| 34 | 34 | (entries/exits stock two, JCI) | 72.960049 | 2024-09-19 | 73.073464 | 0.0 | 2024-10-22 | 75.637502 | 0.0 | -187.072282 | -0.035088 | Short | Closed |
| 35 | 35 | (entries/exits stock two, JCI) | 69.731579 | 2024-10-22 | 75.665601 | 0.0 | 2024-11-14 | 83.702047 | 0.0 | 560.394132 | 0.106210 | Long | Closed |
| 36 | 36 | (entries/exits stock two, JCI) | 82.114408 | 2024-11-14 | 83.245442 | 0.0 | 2025-01-13 | 79.195622 | 0.0 | 332.548579 | 0.048649 | Short | Closed |
| 37 | 37 | (entries/exits stock two, JCI) | 69.076810 | 2025-01-13 | 78.661787 | 0.0 | 2025-01-17 | 80.471655 | 0.0 | 125.019907 | 0.023008 | Long | Closed |
| 38 | 38 | (entries/exits stock two, JCI) | 67.975701 | 2025-01-17 | 80.489131 | 0.0 | 2025-01-24 | 80.956550 | 0.0 | -31.773126 | -0.005807 | Short | Closed |
| 39 | 39 | (entries/exits stock two, JCI) | 80.857127 | 2025-01-24 | 80.765515 | 0.0 | 2025-03-19 | 82.416569 | 0.0 | 133.499448 | 0.020443 | Long | Closed |
| 40 | 40 | (entries/exits stock two, JCI) | 84.089626 | 2025-03-19 | 80.867759 | 0.0 | 2025-04-07 | 72.638701 | 0.0 | 691.978429 | 0.101759 | Short | Closed |
| 41 | 41 | (entries/exits stock two, JCI) | 85.005856 | 2025-04-07 | 72.105800 | 0.0 | 2025-05-08 | 88.348101 | 0.0 | 1380.690707 | 0.225257 | Long | Closed |
| 42 | 42 | (entries/exits stock two, JCI) | 70.750196 | 2025-05-08 | 91.739812 | 0.0 | 2025-06-20 | 101.188329 | 0.0 | -668.484470 | -0.102993 | Short | Closed |
| 43 | 43 | (entries/exits stock two, JCI) | 56.361837 | 2025-06-20 | 101.904378 | 0.0 | 2025-07-02 | 105.055893 | 0.0 | 177.625189 | 0.030926 | Long | Closed |
| 44 | 44 | (entries/exits stock two, JCI) | 64.214137 | 2025-07-02 | 105.065815 | 0.0 | 2025-08-05 | 105.410394 | 0.0 | -22.126866 | -0.003280 | Short | Closed |
| 45 | 45 | (entries/exits stock two, JCI) | 58.065612 | 2025-08-05 | 104.892723 | 0.0 | 2025-09-11 | 107.697450 | 0.0 | 162.858185 | 0.026739 | Long | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 15797.399865 |
| Total Return [%] | 57.973999 |
| Max Gross Exposure [%] | 117.93517 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 11.427316 |
| Max Drawdown Duration | 108 days 00:00:00 |
| Profit Factor | 2.930729 |
| Expectancy | 12.129442 |
| Sharpe Ratio | 1.734082 |
| Calmar Ratio | 3.629865 |
| Omega Ratio | 1.305238 |
| Sortino Ratio | 2.864114 |
| Skew | 1.433116 |
| Kurtosis | 11.856249 |
| Tail Ratio | 1.048018 |
| Common Sense Ratio | 1.482732 |
| Value at Risk | -0.01455 |
| Alpha | 0.377442 |
| Beta | 0.139432 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, EA) | 82.152598 | 2023-01-05 | 122.810304 | 0.0 | 2023-02-01 | 116.159077 | 0.0 | 546.415593 | 0.054159 | Short | Closed |
| 1 | 1 | (entries/exits, EA) | 88.295911 | 2023-02-01 | 114.937023 | 0.0 | 2023-03-01 | 108.952120 | 0.0 | -528.442475 | -0.052071 | Long | Closed |
| 2 | 2 | (entries/exits, EA) | 97.596568 | 2023-03-01 | 109.108514 | 0.0 | 2023-03-29 | 116.620424 | 0.0 | -733.136643 | -0.068848 | Short | Closed |
| 3 | 3 | (entries/exits, EA) | 76.379014 | 2023-03-29 | 117.669068 | 0.0 | 2023-06-07 | 124.720668 | 0.0 | 538.594263 | 0.059927 | Long | Closed |
| 4 | 4 | (entries/exits, EA) | 81.343509 | 2023-06-07 | 124.698980 | 0.0 | 2023-06-22 | 124.083559 | 0.0 | 50.060583 | 0.004935 | Short | Closed |
| 5 | 5 | (entries/exits, EA) | 76.110544 | 2023-06-22 | 123.988422 | 0.0 | 2023-07-20 | 135.453306 | 0.0 | 872.598581 | 0.092467 | Long | Closed |
| 6 | 6 | (entries/exits, EA) | 107.975360 | 2023-07-20 | 131.859462 | 0.0 | 2023-08-29 | 120.210315 | 0.0 | 1257.820852 | 0.088345 | Short | Closed |
| 7 | 7 | (entries/exits, EA) | 96.015417 | 2023-08-29 | 119.695132 | 0.0 | 2023-10-12 | 130.085009 | 0.0 | 997.588296 | 0.086803 | Long | Closed |
| 8 | 8 | (entries/exits, EA) | 112.463220 | 2023-10-12 | 129.260083 | 0.0 | 2023-11-02 | 126.771077 | 0.0 | 279.921729 | 0.019256 | Short | Closed |
| 9 | 9 | (entries/exits, EA) | 99.669144 | 2023-11-02 | 126.972507 | 0.0 | 2023-11-30 | 136.745929 | 0.0 | 974.108661 | 0.076973 | Long | Closed |
| 10 | 10 | (entries/exits, EA) | 107.222367 | 2023-11-30 | 136.780604 | 0.0 | 2023-12-18 | 136.986077 | 0.0 | -22.031307 | -0.001502 | Short | Closed |
| 11 | 11 | (entries/exits, EA) | 99.425898 | 2023-12-18 | 136.840535 | 0.0 | 2024-01-04 | 134.748844 | 0.0 | -207.968249 | -0.015286 | Long | Closed |
| 12 | 12 | (entries/exits, EA) | 100.029906 | 2024-01-04 | 134.747699 | 0.0 | 2024-01-11 | 136.486954 | 0.0 | -173.977587 | -0.012907 | Short | Closed |
| 13 | 13 | (entries/exits, EA) | 98.561247 | 2024-01-11 | 136.510644 | 0.0 | 2024-03-05 | 135.290108 | 0.0 | -120.297598 | -0.008941 | Long | Closed |
| 14 | 14 | (entries/exits, EA) | 116.970891 | 2024-03-05 | 134.575451 | 0.0 | 2024-04-09 | 129.949276 | 0.0 | 541.127815 | 0.034376 | Short | Closed |
| 15 | 15 | (entries/exits, EA) | 105.783033 | 2024-04-09 | 129.681101 | 0.0 | 2024-04-15 | 126.074707 | 0.0 | -381.495309 | -0.027810 | Long | Closed |
| 16 | 16 | (entries/exits, EA) | 108.720347 | 2024-04-15 | 126.053459 | 0.0 | 2024-04-23 | 126.167058 | 0.0 | -12.350443 | -0.000901 | Short | Closed |
| 17 | 17 | (entries/exits, EA) | 106.905447 | 2024-04-23 | 126.181996 | 0.0 | 2024-06-03 | 132.095958 | 0.0 | 632.234685 | 0.046869 | Long | Closed |
| 18 | 18 | (entries/exits, EA) | 110.208214 | 2024-06-03 | 132.352495 | 0.0 | 2024-06-27 | 138.431025 | 0.0 | -669.904010 | -0.045927 | Short | Closed |
| 19 | 19 | (entries/exits, EA) | 97.986688 | 2024-06-27 | 138.741931 | 0.0 | 2024-09-27 | 143.925963 | 0.0 | 507.966100 | 0.037365 | Long | Closed |
| 20 | 20 | (entries/exits, EA) | 101.268525 | 2024-09-27 | 143.744726 | 0.0 | 2024-10-08 | 142.596409 | 0.0 | 116.288398 | 0.007989 | Short | Closed |
| 21 | 21 | (entries/exits, EA) | 97.149927 | 2024-10-08 | 142.633347 | 0.0 | 2024-11-15 | 160.404551 | 0.0 | 1726.471144 | 0.124594 | Long | Closed |
| 22 | 22 | (entries/exits, EA) | 95.941767 | 2024-11-15 | 160.556259 | 0.0 | 2024-11-20 | 165.782219 | 0.0 | -501.387833 | -0.032549 | Short | Open |
| 23 | 23 | (entries/exits stock two, TYL) | 1.991118 | 2023-01-05 | 307.170979 | 0.0 | 2023-02-01 | 333.570078 | 0.0 | 52.563712 | 0.085943 | Long | Closed |
| 24 | 24 | (entries/exits stock two, TYL) | 1.976590 | 2023-02-01 | 335.332905 | 0.0 | 2023-03-01 | 322.452310 | 0.0 | 25.459657 | 0.038411 | Short | Closed |
| 25 | 25 | (entries/exits stock two, TYL) | 2.028904 | 2023-03-01 | 319.867182 | 0.0 | 2023-03-29 | 337.719580 | 0.0 | 36.220809 | 0.055812 | Long | Closed |
| 26 | 26 | (entries/exits stock two, TYL) | 1.902057 | 2023-03-29 | 347.939984 | 0.0 | 2023-06-07 | 385.487893 | 0.0 | -71.418255 | -0.107915 | Short | Closed |
| 27 | 27 | (entries/exits stock two, TYL) | 1.452757 | 2023-06-07 | 388.458287 | 0.0 | 2023-06-22 | 398.954537 | 0.0 | 15.248496 | 0.027020 | Long | Closed |
| 28 | 28 | (entries/exits stock two, TYL) | 1.543749 | 2023-06-22 | 400.694925 | 0.0 | 2023-07-20 | 405.190859 | 0.0 | -6.940592 | -0.011220 | Short | Closed |
| 29 | 29 | (entries/exits stock two, TYL) | 2.000457 | 2023-07-20 | 398.195443 | 0.0 | 2023-08-29 | 391.008393 | 0.0 | -14.377385 | -0.018049 | Long | Closed |
| 30 | 30 | (entries/exits stock two, TYL) | 1.969262 | 2023-08-29 | 390.980430 | 0.0 | 2023-10-12 | 387.404184 | 0.0 | 7.042564 | 0.009147 | Short | Closed |
| 31 | 31 | (entries/exits stock two, TYL) | 2.205246 | 2023-10-12 | 384.346495 | 0.0 | 2023-11-02 | 403.407344 | 0.0 | 42.033854 | 0.049593 | Long | Closed |
| 32 | 32 | (entries/exits stock two, TYL) | 1.969623 | 2023-11-02 | 406.296756 | 0.0 | 2023-11-30 | 409.068180 | 0.0 | -5.458660 | -0.006821 | Short | Closed |
| 33 | 33 | (entries/exits stock two, TYL) | 2.046464 | 2023-11-30 | 408.720380 | 0.0 | 2023-12-18 | 417.722688 | 0.0 | 18.422900 | 0.022026 | Long | Closed |
| 34 | 34 | (entries/exits stock two, TYL) | 1.934955 | 2023-12-18 | 418.200740 | 0.0 | 2024-01-04 | 401.715609 | 0.0 | 31.897994 | 0.039419 | Short | Closed |
| 35 | 35 | (entries/exits stock two, TYL) | 1.931216 | 2024-01-04 | 401.387828 | 0.0 | 2024-01-11 | 424.732159 | 0.0 | 45.082939 | 0.058159 | Long | Closed |
| 36 | 36 | (entries/exits stock two, TYL) | 2.066549 | 2024-01-11 | 425.765424 | 0.0 | 2024-03-05 | 419.726728 | 0.0 | 12.479265 | 0.014183 | Short | Closed |
| 37 | 37 | (entries/exits stock two, TYL) | 2.085843 | 2024-03-05 | 417.268122 | 0.0 | 2024-04-09 | 423.244383 | 0.0 | 12.465543 | 0.014322 | Long | Closed |
| 38 | 38 | (entries/exits stock two, TYL) | 1.900463 | 2024-04-09 | 422.991238 | 0.0 | 2024-04-15 | 400.857355 | 0.0 | 42.064621 | 0.052327 | Short | Closed |
| 39 | 39 | (entries/exits stock two, TYL) | 1.947282 | 2024-04-15 | 400.680457 | 0.0 | 2024-04-23 | 418.016719 | 0.0 | 33.758594 | 0.043267 | Long | Closed |
| 40 | 40 | (entries/exits stock two, TYL) | 2.052605 | 2024-04-23 | 424.765580 | 0.0 | 2024-06-03 | 473.298734 | 0.0 | -99.619400 | -0.114259 | Short | Closed |
| 41 | 41 | (entries/exits stock two, TYL) | 1.788067 | 2024-06-03 | 474.477335 | 0.0 | 2024-06-27 | 492.380921 | 0.0 | 32.012815 | 0.037733 | Long | Closed |
| 42 | 42 | (entries/exits stock two, TYL) | 1.940104 | 2024-06-27 | 506.953924 | 0.0 | 2024-09-27 | 571.887780 | 0.0 | -125.978429 | -0.128086 | Short | Closed |
| 43 | 43 | (entries/exits stock two, TYL) | 1.413493 | 2024-09-27 | 577.618244 | 0.0 | 2024-10-08 | 593.532524 | 0.0 | 22.494726 | 0.027552 | Long | Closed |
| 44 | 44 | (entries/exits stock two, TYL) | 1.618301 | 2024-10-08 | 595.875770 | 0.0 | 2024-11-15 | 598.505142 | 0.0 | -4.255116 | -0.004413 | Short | Closed |
| 45 | 45 | (entries/exits stock two, TYL) | 1.488432 | 2024-11-15 | 597.099976 | 0.0 | 2024-11-20 | 601.127010 | 0.0 | 5.993966 | 0.006744 | Long | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 19445.883767 |
| Total Return [%] | 94.458838 |
| Max Gross Exposure [%] | 114.081987 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 13.348192 |
| Max Drawdown Duration | 66 days 00:00:00 |
| Profit Factor | 3.520644 |
| Expectancy | 20.526215 |
| Sharpe Ratio | 2.079329 |
| Calmar Ratio | 4.917736 |
| Omega Ratio | 1.425181 |
| Sortino Ratio | 4.025162 |
| Skew | 3.729403 |
| Kurtosis | 38.48437 |
| Tail Ratio | 1.058024 |
| Common Sense Ratio | 1.752542 |
| Value at Risk | -0.015345 |
| Alpha | 0.722144 |
| Beta | -0.030515 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, EA) | 81.332586 | 2023-06-07 | 124.699031 | 0.0 | 2023-06-22 | 124.082540 | 0.0 | 50.140795 | 0.004944 | Short | Closed |
| 1 | 1 | (entries/exits, EA) | 76.236147 | 2023-06-22 | 123.996343 | 0.0 | 2023-07-20 | 135.444246 | 0.0 | 872.743970 | 0.092325 | Long | Closed |
| 2 | 2 | (entries/exits, EA) | 107.508187 | 2023-07-20 | 131.889260 | 0.0 | 2023-08-29 | 120.204149 | 0.0 | 1256.245064 | 0.088598 | Short | Closed |
| 3 | 3 | (entries/exits, EA) | 95.997027 | 2023-08-29 | 119.692867 | 0.0 | 2023-10-12 | 130.058046 | 0.0 | 995.026283 | 0.086598 | Long | Closed |
| 4 | 4 | (entries/exits, EA) | 111.883625 | 2023-10-12 | 129.267824 | 0.0 | 2023-11-02 | 126.772729 | 0.0 | 279.160287 | 0.019302 | Short | Closed |
| 5 | 5 | (entries/exits, EA) | 99.415660 | 2023-11-02 | 126.977720 | 0.0 | 2023-11-30 | 136.740973 | 0.0 | 970.620252 | 0.076889 | Long | Closed |
| 6 | 6 | (entries/exits, EA) | 106.737233 | 2023-11-30 | 136.780725 | 0.0 | 2023-12-18 | 136.984528 | 0.0 | -21.753295 | -0.001490 | Short | Closed |
| 7 | 7 | (entries/exits, EA) | 99.169020 | 2023-12-18 | 136.839041 | 0.0 | 2024-01-04 | 134.749427 | 0.0 | -207.224996 | -0.015271 | Long | Closed |
| 8 | 8 | (entries/exits, EA) | 99.760142 | 2024-01-04 | 134.747979 | 0.0 | 2024-01-11 | 136.487582 | 0.0 | -173.543076 | -0.012910 | Short | Closed |
| 9 | 9 | (entries/exits, EA) | 98.688190 | 2024-01-11 | 136.512929 | 0.0 | 2024-03-05 | 135.302647 | 0.0 | -119.440546 | -0.008866 | Long | Closed |
| 10 | 10 | (entries/exits, EA) | 116.639123 | 2024-03-05 | 134.579414 | 0.0 | 2024-04-09 | 129.947435 | 0.0 | 540.269939 | 0.034418 | Short | Closed |
| 11 | 11 | (entries/exits, EA) | 105.647289 | 2024-04-09 | 129.679859 | 0.0 | 2024-04-15 | 126.074747 | 0.0 | -380.870320 | -0.027800 | Long | Closed |
| 12 | 12 | (entries/exits, EA) | 108.646270 | 2024-04-15 | 126.053548 | 0.0 | 2024-04-23 | 126.167035 | 0.0 | -12.329870 | -0.000900 | Short | Closed |
| 13 | 13 | (entries/exits, EA) | 107.060094 | 2024-04-23 | 126.186007 | 0.0 | 2024-06-03 | 132.081857 | 0.0 | 631.210259 | 0.046723 | Long | Closed |
| 14 | 14 | (entries/exits, EA) | 109.892263 | 2024-06-03 | 132.350919 | 0.0 | 2024-06-27 | 138.432585 | 0.0 | -668.328057 | -0.045951 | Short | Closed |
| 15 | 15 | (entries/exits, EA) | 98.345833 | 2024-06-27 | 138.762266 | 0.0 | 2024-09-27 | 143.925092 | 0.0 | 507.742442 | 0.037206 | Long | Closed |
| 16 | 16 | (entries/exits, EA) | 100.848878 | 2024-09-27 | 143.746128 | 0.0 | 2024-10-08 | 142.596536 | 0.0 | 115.935098 | 0.007997 | Short | Closed |
| 17 | 17 | (entries/exits, EA) | 96.939199 | 2024-10-08 | 142.637201 | 0.0 | 2024-11-15 | 160.370437 | 0.0 | 1719.045702 | 0.124324 | Long | Closed |
| 18 | 18 | (entries/exits, EA) | 99.737788 | 2024-11-15 | 160.711414 | 0.0 | 2024-11-26 | 164.243260 | 0.0 | -352.258526 | -0.021976 | Short | Closed |
| 19 | 19 | (entries/exits, EA) | 93.060556 | 2024-11-26 | 164.080644 | 0.0 | 2024-12-23 | 146.785062 | 0.0 | -1609.536499 | -0.105409 | Long | Closed |
| 20 | 20 | (entries/exits, EA) | 106.010836 | 2024-12-23 | 146.269707 | 0.0 | 2025-01-23 | 119.851833 | 0.0 | 2800.580903 | 0.180611 | Short | Closed |
| 21 | 21 | (entries/exits, EA) | 139.372106 | 2025-01-23 | 118.250508 | 0.0 | 2025-03-07 | 139.424402 | 0.0 | 2951.050199 | 0.179060 | Long | Closed |
| 22 | 22 | (entries/exits, EA) | 176.076390 | 2025-03-07 | 139.074217 | 0.0 | 2025-04-17 | 144.139954 | 0.0 | -891.956743 | -0.036425 | Short | Open |
| 23 | 23 | (entries/exits stock two, TYL) | 1.805050 | 2023-06-07 | 388.456604 | 0.0 | 2023-06-22 | 398.958198 | 0.0 | 18.955899 | 0.027034 | Long | Closed |
| 24 | 24 | (entries/exits stock two, TYL) | 1.917493 | 2023-06-22 | 400.679509 | 0.0 | 2023-07-20 | 405.194839 | 0.0 | -8.658117 | -0.011269 | Short | Closed |
| 25 | 25 | (entries/exits stock two, TYL) | 2.475185 | 2023-07-20 | 398.257712 | 0.0 | 2023-08-29 | 391.015934 | 0.0 | -17.924743 | -0.018184 | Long | Closed |
| 26 | 26 | (entries/exits stock two, TYL) | 2.442986 | 2023-08-29 | 390.970726 | 0.0 | 2023-10-12 | 387.413929 | 0.0 | 8.689204 | 0.009097 | Short | Closed |
| 27 | 27 | (entries/exits stock two, TYL) | 2.725695 | 2023-10-12 | 384.377832 | 0.0 | 2023-11-02 | 403.435392 | 0.0 | 51.945094 | 0.049580 | Long | Closed |
| 28 | 28 | (entries/exits stock two, TYL) | 2.440881 | 2023-11-02 | 406.294805 | 0.0 | 2023-11-30 | 409.074498 | 0.0 | -6.784901 | -0.006842 | Short | Closed |
| 29 | 29 | (entries/exits stock two, TYL) | 2.531565 | 2023-11-30 | 408.721882 | 0.0 | 2023-12-18 | 417.731949 | 0.0 | 22.809572 | 0.022044 | Long | Closed |
| 30 | 30 | (entries/exits stock two, TYL) | 2.398414 | 2023-12-18 | 418.193104 | 0.0 | 2024-01-04 | 401.718868 | 0.0 | 39.512045 | 0.039394 | Short | Closed |
| 31 | 31 | (entries/exits stock two, TYL) | 2.393361 | 2024-01-04 | 401.387856 | 0.0 | 2024-01-11 | 424.739117 | 0.0 | 55.888001 | 0.058176 | Long | Closed |
| 32 | 32 | (entries/exits stock two, TYL) | 2.563794 | 2024-01-11 | 425.751351 | 0.0 | 2024-03-05 | 419.734561 | 0.0 | 15.425808 | 0.014132 | Short | Closed |
| 33 | 33 | (entries/exits stock two, TYL) | 2.583997 | 2024-03-05 | 417.267172 | 0.0 | 2024-04-09 | 423.243934 | 0.0 | 15.443935 | 0.014324 | Long | Closed |
| 34 | 34 | (entries/exits stock two, TYL) | 2.358706 | 2024-04-09 | 422.986015 | 0.0 | 2024-04-15 | 400.856212 | 0.0 | 52.197707 | 0.052318 | Short | Closed |
| 35 | 35 | (entries/exits stock two, TYL) | 2.417776 | 2024-04-15 | 400.680451 | 0.0 | 2024-04-23 | 418.022198 | 0.0 | 41.928462 | 0.043281 | Long | Closed |
| 36 | 36 | (entries/exits stock two, TYL) | 2.549558 | 2024-04-23 | 424.742203 | 0.0 | 2024-06-03 | 473.283718 | 0.0 | -123.759401 | -0.114285 | Short | Closed |
| 37 | 37 | (entries/exits stock two, TYL) | 2.215360 | 2024-06-03 | 474.474028 | 0.0 | 2024-06-27 | 492.398246 | 0.0 | 39.708601 | 0.037777 | Long | Closed |
| 38 | 38 | (entries/exits stock two, TYL) | 2.405498 | 2024-06-27 | 506.902736 | 0.0 | 2024-09-27 | 571.883821 | 0.0 | -156.311848 | -0.128192 | Short | Closed |
| 39 | 39 | (entries/exits stock two, TYL) | 1.749434 | 2024-09-27 | 577.617007 | 0.0 | 2024-10-08 | 593.537227 | 0.0 | 27.851368 | 0.027562 | Long | Closed |
| 40 | 40 | (entries/exits stock two, TYL) | 2.002647 | 2024-10-08 | 595.855209 | 0.0 | 2024-11-15 | 598.525179 | 0.0 | -5.347006 | -0.004481 | Short | Closed |
| 41 | 41 | (entries/exits stock two, TYL) | 1.840667 | 2024-11-15 | 597.099976 | 0.0 | 2024-11-26 | 633.530171 | 0.0 | 67.055872 | 0.061012 | Long | Closed |
| 42 | 42 | (entries/exits stock two, TYL) | 1.816207 | 2024-11-26 | 634.436500 | 0.0 | 2024-12-23 | 597.048743 | 0.0 | 67.903899 | 0.058931 | Short | Closed |
| 43 | 43 | (entries/exits stock two, TYL) | 1.918054 | 2024-12-23 | 591.134472 | 0.0 | 2025-01-23 | 592.172490 | 0.0 | 1.990973 | 0.001756 | Long | Closed |
| 44 | 44 | (entries/exits stock two, TYL) | 2.647072 | 2025-01-23 | 598.220724 | 0.0 | 2025-03-07 | 593.977634 | 0.0 | 11.231765 | 0.007093 | Short | Closed |
| 45 | 45 | (entries/exits stock two, TYL) | 3.073830 | 2025-03-07 | 578.666919 | 0.0 | 2025-04-17 | 570.079036 | 0.0 | -26.397689 | -0.014841 | Long | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 16810.287443 |
| Total Return [%] | 68.102874 |
| Max Gross Exposure [%] | 127.59971 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 16.748985 |
| Max Drawdown Duration | 85 days 00:00:00 |
| Profit Factor | 2.369905 |
| Expectancy | 12.320175 |
| Sharpe Ratio | 1.565024 |
| Calmar Ratio | 2.884436 |
| Omega Ratio | 1.294675 |
| Sortino Ratio | 2.713691 |
| Skew | 2.875299 |
| Kurtosis | 31.127949 |
| Tail Ratio | 0.996969 |
| Common Sense Ratio | 1.478619 |
| Value at Risk | -0.020175 |
| Alpha | 0.563276 |
| Beta | -0.04488 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, EA) | 86.350109 | 2023-10-12 | 129.259244 | 0.0 | 2023-11-02 | 126.770897 | 0.0 | 214.869016 | 0.019251 | Short | Closed |
| 1 | 1 | (entries/exits, EA) | 76.504936 | 2023-11-02 | 126.971940 | 0.0 | 2023-11-30 | 136.746468 | 0.0 | 747.799645 | 0.076982 | Long | Closed |
| 2 | 2 | (entries/exits, EA) | 82.320475 | 2023-11-30 | 136.780591 | 0.0 | 2023-12-18 | 136.986245 | 0.0 | -16.929562 | -0.001504 | Short | Closed |
| 3 | 3 | (entries/exits, EA) | 76.318556 | 2023-12-18 | 136.840697 | 0.0 | 2024-01-04 | 134.748780 | 0.0 | -159.652053 | -0.015287 | Long | Closed |
| 4 | 4 | (entries/exits, EA) | 76.783136 | 2024-01-04 | 134.747668 | 0.0 | 2024-01-11 | 136.486886 | 0.0 | -133.542610 | -0.012907 | Short | Closed |
| 5 | 5 | (entries/exits, EA) | 75.622977 | 2024-01-11 | 136.510395 | 0.0 | 2024-03-05 | 135.288741 | 0.0 | -92.385121 | -0.008949 | Long | Closed |
| 6 | 6 | (entries/exits, EA) | 89.788406 | 2024-03-05 | 134.575022 | 0.0 | 2024-04-09 | 129.949476 | 0.0 | 415.320367 | 0.034372 | Short | Closed |
| 7 | 7 | (entries/exits, EA) | 81.186740 | 2024-04-09 | 129.681236 | 0.0 | 2024-04-15 | 126.074703 | 0.0 | -292.802690 | -0.027811 | Long | Closed |
| 8 | 8 | (entries/exits, EA) | 83.435621 | 2024-04-15 | 126.053450 | 0.0 | 2024-04-23 | 126.167060 | 0.0 | -9.479156 | -0.000901 | Short | Closed |
| 9 | 9 | (entries/exits, EA) | 82.023802 | 2024-04-23 | 126.181559 | 0.0 | 2024-06-03 | 132.097493 | 0.0 | 485.247448 | 0.046884 | Long | Closed |
| 10 | 10 | (entries/exits, EA) | 84.597548 | 2024-06-03 | 132.352665 | 0.0 | 2024-06-27 | 138.430856 | 0.0 | -514.200021 | -0.045924 | Short | Closed |
| 11 | 11 | (entries/exits, EA) | 75.162595 | 2024-06-27 | 138.739704 | 0.0 | 2024-09-27 | 143.926056 | 0.0 | 389.819651 | 0.037382 | Long | Closed |
| 12 | 12 | (entries/exits, EA) | 77.746095 | 2024-09-27 | 143.744574 | 0.0 | 2024-10-08 | 142.596395 | 0.0 | 89.266428 | 0.007988 | Short | Closed |
| 13 | 13 | (entries/exits, EA) | 74.568102 | 2024-10-08 | 142.632928 | 0.0 | 2024-11-15 | 160.408261 | 0.0 | 1325.472855 | 0.124623 | Long | Closed |
| 14 | 14 | (entries/exits, EA) | 76.939265 | 2024-11-15 | 160.710242 | 0.0 | 2024-11-26 | 164.243241 | 0.0 | -271.826345 | -0.021984 | Short | Closed |
| 15 | 15 | (entries/exits, EA) | 71.513970 | 2024-11-26 | 164.104523 | 0.0 | 2024-12-23 | 146.774973 | 0.0 | -1239.304896 | -0.105601 | Long | Closed |
| 16 | 16 | (entries/exits, EA) | 81.643417 | 2024-12-23 | 146.266123 | 0.0 | 2025-01-23 | 119.878630 | 0.0 | 2154.365116 | 0.180407 | Short | Closed |
| 17 | 17 | (entries/exits, EA) | 107.115725 | 2025-01-23 | 118.225371 | 0.0 | 2025-03-07 | 139.480989 | 0.0 | 2276.810968 | 0.179789 | Long | Closed |
| 18 | 18 | (entries/exits, EA) | 156.010026 | 2025-03-07 | 139.971900 | 0.0 | 2025-05-16 | 148.389826 | 0.0 | -1313.280745 | -0.060140 | Short | Closed |
| 19 | 19 | (entries/exits, EA) | 89.622785 | 2025-05-16 | 151.140870 | 0.0 | 2025-06-18 | 150.811406 | 0.0 | -29.527514 | -0.002180 | Long | Closed |
| 20 | 20 | (entries/exits, EA) | 111.603051 | 2025-06-18 | 151.028926 | 0.0 | 2025-07-31 | 153.164711 | 0.0 | -238.360077 | -0.014142 | Short | Closed |
| 21 | 21 | (entries/exits, EA) | 86.672788 | 2025-07-31 | 152.333813 | 0.0 | 2025-08-12 | 177.620205 | 0.0 | 2191.642116 | 0.165993 | Long | Closed |
| 22 | 22 | (entries/exits, EA) | 105.730272 | 2025-08-12 | 176.262867 | 0.0 | 2025-09-11 | 170.063970 | 0.0 | 655.411033 | 0.035168 | Short | Open |
| 23 | 23 | (entries/exits stock two, TYL) | 1.649269 | 2023-10-12 | 384.343099 | 0.0 | 2023-11-02 | 403.404302 | 0.0 | 31.437048 | 0.049594 | Long | Closed |
| 24 | 24 | (entries/exits stock two, TYL) | 1.472629 | 2023-11-02 | 406.296968 | 0.0 | 2023-11-30 | 409.067494 | 0.0 | -4.079957 | -0.006819 | Short | Closed |
| 25 | 25 | (entries/exits stock two, TYL) | 1.530379 | 2023-11-30 | 408.720217 | 0.0 | 2023-12-18 | 417.721683 | 0.0 | 13.775653 | 0.022024 | Long | Closed |
| 26 | 26 | (entries/exits stock two, TYL) | 1.446709 | 2023-12-18 | 418.201442 | 0.0 | 2024-01-04 | 401.715496 | 0.0 | 23.850368 | 0.039421 | Short | Closed |
| 27 | 27 | (entries/exits stock two, TYL) | 1.443908 | 2024-01-04 | 401.387825 | 0.0 | 2024-01-11 | 424.731404 | 0.0 | 33.705982 | 0.058157 | Long | Closed |
| 28 | 28 | (entries/exits stock two, TYL) | 1.544915 | 2024-01-11 | 425.766953 | 0.0 | 2024-03-05 | 419.725878 | 0.0 | 9.332947 | 0.014189 | Short | Closed |
| 29 | 29 | (entries/exits stock two, TYL) | 1.559583 | 2024-03-05 | 417.268225 | 0.0 | 2024-04-09 | 423.244431 | 0.0 | 9.320389 | 0.014322 | Long | Closed |
| 30 | 30 | (entries/exits stock two, TYL) | 1.420688 | 2024-04-09 | 422.991805 | 0.0 | 2024-04-15 | 400.857479 | 0.0 | 31.445983 | 0.052328 | Short | Closed |
| 31 | 31 | (entries/exits stock two, TYL) | 1.455625 | 2024-04-15 | 400.680457 | 0.0 | 2024-04-23 | 418.016124 | 0.0 | 25.234236 | 0.043266 | Long | Closed |
| 32 | 32 | (entries/exits stock two, TYL) | 1.534290 | 2024-04-23 | 424.768119 | 0.0 | 2024-06-03 | 473.300364 | 0.0 | -74.462531 | -0.114256 | Short | Closed |
| 33 | 33 | (entries/exits stock two, TYL) | 1.336919 | 2024-06-03 | 474.477693 | 0.0 | 2024-06-27 | 492.379042 | 0.0 | 23.932652 | 0.037729 | Long | Closed |
| 34 | 34 | (entries/exits stock two, TYL) | 1.450488 | 2024-06-27 | 506.959567 | 0.0 | 2024-09-27 | 571.887895 | 0.0 | -94.177774 | -0.128074 | Short | Closed |
| 35 | 35 | (entries/exits stock two, TYL) | 1.056974 | 2024-09-27 | 577.618378 | 0.0 | 2024-10-08 | 593.532013 | 0.0 | 16.820303 | 0.027550 | Long | Closed |
| 36 | 36 | (entries/exits stock two, TYL) | 1.210142 | 2024-10-08 | 595.878002 | 0.0 | 2024-11-15 | 598.502967 | 0.0 | -3.176581 | -0.004405 | Short | Closed |
| 37 | 37 | (entries/exits stock two, TYL) | 1.113111 | 2024-11-15 | 597.099976 | 0.0 | 2024-11-26 | 633.506241 | 0.0 | 40.524206 | 0.060972 | Long | Closed |
| 38 | 38 | (entries/exits stock two, TYL) | 1.096714 | 2024-11-26 | 634.446525 | 0.0 | 2024-12-23 | 597.067854 | 0.0 | 40.993711 | 0.058915 | Short | Closed |
| 39 | 39 | (entries/exits stock two, TYL) | 1.158193 | 2024-12-23 | 591.091815 | 0.0 | 2025-01-23 | 592.154734 | 0.0 | 1.231064 | 0.001798 | Long | Closed |
| 40 | 40 | (entries/exits stock two, TYL) | 1.601689 | 2025-01-23 | 598.246266 | 0.0 | 2025-03-07 | 593.941265 | 0.0 | 6.895274 | 0.007196 | Short | Closed |
| 41 | 41 | (entries/exits stock two, TYL) | 2.117848 | 2025-03-07 | 574.921153 | 0.0 | 2025-05-16 | 572.271361 | 0.0 | -5.611858 | -0.004609 | Long | Closed |
| 42 | 42 | (entries/exits stock two, TYL) | 1.446654 | 2025-05-16 | 576.555019 | 0.0 | 2025-06-18 | 569.332509 | 0.0 | 10.448472 | 0.012527 | Short | Closed |
| 43 | 43 | (entries/exits stock two, TYL) | 1.654139 | 2025-06-18 | 567.969097 | 0.0 | 2025-07-31 | 581.590018 | 0.0 | 22.530901 | 0.023982 | Long | Closed |
| 44 | 44 | (entries/exits stock two, TYL) | 1.487719 | 2025-07-31 | 585.197583 | 0.0 | 2025-08-12 | 564.788903 | 0.0 | 30.362376 | 0.034875 | Short | Closed |
| 45 | 45 | (entries/exits stock two, TYL) | 1.806634 | 2025-08-12 | 563.412118 | 0.0 | 2025-09-11 | 555.231562 | 0.0 | -14.779271 | -0.014520 | Long | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 28173.203767 |
| Total Return [%] | 181.732038 |
| Max Gross Exposure [%] | 287.481789 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 10.382359 |
| Max Drawdown Duration | 57 days 00:00:00 |
| Profit Factor | 4.677873 |
| Expectancy | 40.780899 |
| Sharpe Ratio | 2.773248 |
| Calmar Ratio | 11.505882 |
| Omega Ratio | 1.538238 |
| Sortino Ratio | 4.703452 |
| Skew | 0.532309 |
| Kurtosis | 3.319181 |
| Tail Ratio | 1.37884 |
| Common Sense Ratio | 3.025979 |
| Value at Risk | -0.020923 |
| Alpha | 1.110686 |
| Beta | 0.236868 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, EBAY) | 109.673657 | 2023-01-09 | 41.269907 | 0.0 | 2023-01-20 | 44.199515 | 0.0 | 321.300880 | 0.070987 | Long | Closed |
| 1 | 1 | (entries/exits, EBAY) | 146.041316 | 2023-01-20 | 44.262461 | 0.0 | 2023-03-10 | 41.397751 | 0.0 | 418.365957 | 0.064721 | Short | Closed |
| 2 | 2 | (entries/exits, EBAY) | 122.279399 | 2023-03-10 | 40.006149 | 0.0 | 2023-03-17 | 40.072788 | 0.0 | 8.148622 | 0.001666 | Long | Closed |
| 3 | 3 | (entries/exits, EBAY) | 136.284573 | 2023-03-17 | 40.194281 | 0.0 | 2023-04-12 | 40.810794 | 0.0 | -84.021251 | -0.015338 | Short | Closed |
| 4 | 4 | (entries/exits, EBAY) | 133.883810 | 2023-04-12 | 40.782287 | 0.0 | 2023-04-27 | 43.328757 | 0.0 | 340.931157 | 0.062441 | Long | Closed |
| 5 | 5 | (entries/exits, EBAY) | 142.463319 | 2023-04-27 | 43.358633 | 0.0 | 2023-05-16 | 41.237658 | 0.0 | 302.161050 | 0.048917 | Short | Closed |
| 6 | 6 | (entries/exits, EBAY) | 147.242042 | 2023-05-16 | 41.035119 | 0.0 | 2023-06-09 | 43.772208 | 0.0 | 403.014597 | 0.066701 | Long | Closed |
| 7 | 7 | (entries/exits, EBAY) | 172.774314 | 2023-06-09 | 43.694530 | 0.0 | 2023-07-13 | 44.042603 | 0.0 | -60.138116 | -0.007966 | Short | Closed |
| 8 | 8 | (entries/exits, EBAY) | 162.244116 | 2023-07-13 | 43.934241 | 0.0 | 2023-08-23 | 42.320703 | 0.0 | -261.787088 | -0.036726 | Long | Closed |
| 9 | 9 | (entries/exits, EBAY) | 152.314759 | 2023-08-23 | 42.083899 | 0.0 | 2023-09-05 | 42.667141 | 0.0 | -88.836372 | -0.013859 | Short | Closed |
| 10 | 10 | (entries/exits, EBAY) | 159.544367 | 2023-09-05 | 42.623581 | 0.0 | 2023-09-11 | 41.927471 | 0.0 | -111.060483 | -0.016332 | Long | Closed |
| 11 | 11 | (entries/exits, EBAY) | 193.344254 | 2023-09-11 | 41.845265 | 0.0 | 2023-10-18 | 40.685960 | 0.0 | 224.145007 | 0.027705 | Short | Closed |
| 12 | 12 | (entries/exits, EBAY) | 183.894005 | 2023-10-18 | 40.130346 | 0.0 | 2023-11-22 | 39.942140 | 0.0 | -34.610019 | -0.004690 | Long | Closed |
| 13 | 13 | (entries/exits, EBAY) | 172.203875 | 2023-11-22 | 40.098234 | 0.0 | 2023-12-01 | 40.445882 | 0.0 | -59.866332 | -0.008670 | Short | Closed |
| 14 | 14 | (entries/exits, EBAY) | 193.984475 | 2023-12-01 | 40.508309 | 0.0 | 2024-01-03 | 42.143880 | 0.0 | 317.275432 | 0.040376 | Long | Closed |
| 15 | 15 | (entries/exits, EBAY) | 194.009057 | 2024-01-03 | 42.044763 | 0.0 | 2024-01-26 | 41.310599 | 0.0 | 142.434515 | 0.017461 | Short | Closed |
| 16 | 16 | (entries/exits, EBAY) | 186.879580 | 2024-01-26 | 41.363421 | 0.0 | 2024-02-02 | 40.662777 | 0.0 | -130.936025 | -0.016939 | Long | Closed |
| 17 | 17 | (entries/exits, EBAY) | 226.686264 | 2024-02-02 | 40.610201 | 0.0 | 2024-02-14 | 40.958290 | 0.0 | -78.906918 | -0.008571 | Short | Closed |
| 18 | 18 | (entries/exits, EBAY) | 215.376658 | 2024-02-14 | 40.941162 | 0.0 | 2024-02-28 | 46.227894 | 0.0 | 1138.638548 | 0.129130 | Long | Closed |
| 19 | 19 | (entries/exits, EBAY) | 218.214992 | 2024-02-28 | 46.712217 | 0.0 | 2024-04-01 | 50.733707 | 0.0 | -877.549327 | -0.086091 | Short | Closed |
| 20 | 20 | (entries/exits, EBAY) | 210.189045 | 2024-04-01 | 50.821790 | 0.0 | 2024-04-26 | 50.663438 | 0.0 | -33.284000 | -0.003116 | Long | Closed |
| 21 | 21 | (entries/exits, EBAY) | 215.347475 | 2024-04-26 | 50.564780 | 0.0 | 2024-05-06 | 48.195438 | 0.0 | 510.231818 | 0.046858 | Short | Closed |
| 22 | 22 | (entries/exits, EBAY) | 234.269381 | 2024-05-06 | 48.282320 | 0.0 | 2024-06-06 | 52.234754 | 0.0 | 925.934300 | 0.081861 | Long | Closed |
| 23 | 23 | (entries/exits, EBAY) | 249.869225 | 2024-06-06 | 52.272817 | 0.0 | 2024-07-12 | 53.013595 | 0.0 | -185.097610 | -0.014171 | Short | Closed |
| 24 | 24 | (entries/exits, EBAY) | 236.023487 | 2024-07-12 | 53.066882 | 0.0 | 2024-07-30 | 54.207810 | 0.0 | 269.285872 | 0.021500 | Long | Closed |
| 25 | 25 | (entries/exits, EBAY) | 247.105305 | 2024-07-30 | 54.372434 | 0.0 | 2024-08-28 | 56.400764 | 0.0 | -501.211050 | -0.037304 | Short | Closed |
| 26 | 26 | (entries/exits, EBAY) | 215.527003 | 2024-08-28 | 56.651764 | 0.0 | 2024-09-10 | 59.284442 | 0.0 | 567.413240 | 0.046471 | Long | Closed |
| 27 | 27 | (entries/exits, EBAY) | 263.112830 | 2024-09-10 | 60.036642 | 0.0 | 2024-10-30 | 62.143110 | 0.0 | -554.238839 | -0.035086 | Short | Closed |
| 28 | 28 | (entries/exits, EBAY) | 236.453886 | 2024-10-30 | 61.154180 | 0.0 | 2024-11-20 | 59.887822 | 0.0 | -299.435373 | -0.020708 | Long | Open |
| 29 | 29 | (entries/exits stock two, SW) | 161.800246 | 2023-01-09 | 37.374284 | 0.0 | 2023-01-20 | 36.930608 | 0.0 | 71.786840 | 0.011871 | Short | Closed |
| 30 | 30 | (entries/exits stock two, SW) | 193.434453 | 2023-01-20 | 36.725875 | 0.0 | 2023-03-10 | 34.659456 | 0.0 | -399.716702 | -0.056266 | Long | Closed |
| 31 | 31 | (entries/exits stock two, SW) | 197.824857 | 2023-03-10 | 33.759202 | 0.0 | 2023-03-17 | 30.000567 | 0.0 | 743.551562 | 0.111337 | Short | Closed |
| 32 | 32 | (entries/exits stock two, SW) | 218.088194 | 2023-03-17 | 30.033189 | 0.0 | 2023-04-12 | 33.488464 | 0.0 | 753.554472 | 0.115049 | Long | Closed |
| 33 | 33 | (entries/exits stock two, SW) | 209.896004 | 2023-04-12 | 33.678054 | 0.0 | 2023-04-27 | 33.377802 | 0.0 | 63.021705 | 0.008915 | Short | Closed |
| 34 | 34 | (entries/exits stock two, SW) | 211.117605 | 2023-04-27 | 33.292468 | 0.0 | 2023-05-16 | 35.075921 | 0.0 | 376.518295 | 0.053569 | Long | Closed |
| 35 | 35 | (entries/exits stock two, SW) | 240.466477 | 2023-05-16 | 34.903888 | 0.0 | 2023-06-09 | 33.321003 | 0.0 | 380.630674 | 0.045350 | Short | Closed |
| 36 | 36 | (entries/exits stock two, SW) | 255.003894 | 2023-06-09 | 32.960689 | 0.0 | 2023-07-13 | 34.929474 | 0.0 | 502.047822 | 0.059731 | Long | Closed |
| 37 | 37 | (entries/exits stock two, SW) | 253.899076 | 2023-07-13 | 35.313297 | 0.0 | 2023-08-23 | 36.022787 | 0.0 | -180.138852 | -0.020091 | Short | Closed |
| 38 | 38 | (entries/exits stock two, SW) | 215.474840 | 2023-08-23 | 35.852904 | 0.0 | 2023-09-05 | 39.361294 | 0.0 | 755.969779 | 0.097855 | Long | Closed |
| 39 | 39 | (entries/exits stock two, SW) | 238.986864 | 2023-09-05 | 38.842681 | 0.0 | 2023-09-11 | 34.825452 | 0.0 | 960.065117 | 0.103423 | Short | Closed |
| 40 | 40 | (entries/exits stock two, SW) | 285.385886 | 2023-09-11 | 34.215704 | 0.0 | 2023-10-18 | 31.293378 | 0.0 | -833.990376 | -0.085409 | Long | Closed |
| 41 | 41 | (entries/exits stock two, SW) | 309.236763 | 2023-10-18 | 31.024590 | 0.0 | 2023-11-22 | 30.789392 | 0.0 | 72.731889 | 0.007581 | Short | Closed |
| 42 | 42 | (entries/exits stock two, SW) | 266.535639 | 2023-11-22 | 30.915076 | 0.0 | 2023-12-01 | 36.147199 | 0.0 | 1394.547121 | 0.169242 | Long | Closed |
| 43 | 43 | (entries/exits stock two, SW) | 309.678704 | 2023-12-01 | 36.114175 | 0.0 | 2024-01-03 | 35.845086 | 0.0 | 83.331305 | 0.007451 | Short | Closed |
| 44 | 44 | (entries/exits stock two, SW) | 273.606356 | 2024-01-03 | 35.492287 | 0.0 | 2024-01-26 | 37.486726 | 0.0 | 545.690950 | 0.056194 | Long | Closed |
| 45 | 45 | (entries/exits stock two, SW) | 254.347606 | 2024-01-26 | 37.590252 | 0.0 | 2024-02-02 | 33.130869 | 0.0 | 1134.233421 | 0.118631 | Short | Closed |
| 46 | 46 | (entries/exits stock two, SW) | 313.723726 | 2024-02-02 | 33.096281 | 0.0 | 2024-02-14 | 37.923746 | 0.0 | 1514.490271 | 0.145861 | Long | Closed |
| 47 | 47 | (entries/exits stock two, SW) | 311.011551 | 2024-02-14 | 38.035468 | 0.0 | 2024-02-28 | 38.296650 | 0.0 | -81.230456 | -0.006867 | Short | Closed |
| 48 | 48 | (entries/exits stock two, SW) | 307.649771 | 2024-02-28 | 38.299758 | 0.0 | 2024-04-01 | 44.323581 | 0.0 | 1853.227766 | 0.157281 | Long | Closed |
| 49 | 49 | (entries/exits stock two, SW) | 348.668394 | 2024-04-01 | 44.033138 | 0.0 | 2024-04-26 | 41.349698 | 0.0 | 935.630638 | 0.060941 | Short | Closed |
| 50 | 50 | (entries/exits stock two, SW) | 312.693367 | 2024-04-26 | 41.091073 | 0.0 | 2024-05-06 | 45.908098 | 0.0 | 1506.251614 | 0.117228 | Long | Closed |
| 51 | 51 | (entries/exits stock two, SW) | 336.043610 | 2024-05-06 | 45.930373 | 0.0 | 2024-06-06 | 45.510886 | 0.0 | 140.966153 | 0.009133 | Short | Closed |
| 52 | 52 | (entries/exits stock two, SW) | 346.888417 | 2024-06-06 | 45.025935 | 0.0 | 2024-07-12 | 46.882558 | 0.0 | 644.040935 | 0.041235 | Long | Closed |
| 53 | 53 | (entries/exits stock two, SW) | 359.394926 | 2024-07-12 | 46.923096 | 0.0 | 2024-07-30 | 45.063041 | 0.0 | 668.494301 | 0.039640 | Short | Closed |
| 54 | 54 | (entries/exits stock two, SW) | 371.057771 | 2024-07-30 | 44.347950 | 0.0 | 2024-08-28 | 44.990490 | 0.0 | 238.419387 | 0.014489 | Long | Closed |
| 55 | 55 | (entries/exits stock two, SW) | 361.692508 | 2024-08-28 | 45.371251 | 0.0 | 2024-09-10 | 41.916150 | 0.0 | 1249.683832 | 0.076152 | Short | Closed |
| 56 | 56 | (entries/exits stock two, SW) | 429.405710 | 2024-09-10 | 42.178321 | 0.0 | 2024-10-30 | 47.948113 | 0.0 | 2477.581600 | 0.136795 | Long | Closed |
| 57 | 57 | (entries/exits stock two, SW) | 391.419569 | 2024-10-30 | 48.572413 | 0.0 | 2024-11-20 | 53.494215 | 0.0 | -1926.489488 | -0.101329 | Short | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 26043.257408 |
| Total Return [%] | 160.432574 |
| Max Gross Exposure [%] | 27309.659979 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 10.535722 |
| Max Drawdown Duration | 57 days 00:00:00 |
| Profit Factor | 3.928157 |
| Expectancy | 31.732171 |
| Sharpe Ratio | 2.548136 |
| Calmar Ratio | 10.132148 |
| Omega Ratio | 1.479518 |
| Sortino Ratio | 4.32765 |
| Skew | 0.614331 |
| Kurtosis | 3.23487 |
| Tail Ratio | 1.439963 |
| Common Sense Ratio | 2.977117 |
| Value at Risk | -0.021019 |
| Alpha | 1.043045 |
| Beta | 0.261543 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, EBAY) | 108.697670 | 2023-05-23 | 41.715556 | 0.0 | 2023-06-09 | 43.817446 | 0.0 | 228.470588 | 0.050386 | Long | Closed |
| 1 | 1 | (entries/exits, EBAY) | 130.665266 | 2023-06-09 | 43.694923 | 0.0 | 2023-07-13 | 44.041735 | 0.0 | -45.316210 | -0.007937 | Short | Closed |
| 2 | 2 | (entries/exits, EBAY) | 123.037394 | 2023-07-13 | 43.929852 | 0.0 | 2023-08-23 | 42.324861 | 0.0 | -197.473930 | -0.036535 | Long | Closed |
| 3 | 3 | (entries/exits, EBAY) | 115.384075 | 2023-08-23 | 42.085190 | 0.0 | 2023-09-05 | 42.667250 | 0.0 | -67.160457 | -0.013831 | Short | Closed |
| 4 | 4 | (entries/exits, EBAY) | 121.034945 | 2023-09-05 | 42.622576 | 0.0 | 2023-09-11 | 41.927471 | 0.0 | -84.132017 | -0.016308 | Long | Closed |
| 5 | 5 | (entries/exits, EBAY) | 146.605816 | 2023-09-11 | 41.846528 | 0.0 | 2023-10-18 | 40.687448 | 0.0 | 169.927900 | 0.027698 | Short | Closed |
| 6 | 6 | (entries/exits, EBAY) | 139.668900 | 2023-10-18 | 40.126252 | 0.0 | 2023-11-22 | 39.938877 | 0.0 | -26.170475 | -0.004670 | Long | Closed |
| 7 | 7 | (entries/exits, EBAY) | 130.510033 | 2023-11-22 | 40.098300 | 0.0 | 2023-12-01 | 40.445994 | 0.0 | -45.377582 | -0.008671 | Short | Closed |
| 8 | 8 | (entries/exits, EBAY) | 147.510334 | 2023-12-01 | 40.509069 | 0.0 | 2024-01-03 | 42.142429 | 0.0 | 240.937421 | 0.040321 | Long | Closed |
| 9 | 9 | (entries/exits, EBAY) | 147.099068 | 2024-01-03 | 42.046089 | 0.0 | 2024-01-26 | 41.310266 | 0.0 | 108.238846 | 0.017500 | Short | Closed |
| 10 | 10 | (entries/exits, EBAY) | 141.906570 | 2024-01-26 | 41.362888 | 0.0 | 2024-02-02 | 40.662740 | 0.0 | -99.355604 | -0.016927 | Long | Closed |
| 11 | 11 | (entries/exits, EBAY) | 172.254828 | 2024-02-02 | 40.610732 | 0.0 | 2024-02-14 | 40.957882 | 0.0 | -59.798285 | -0.008548 | Short | Closed |
| 12 | 12 | (entries/exits, EBAY) | 164.028078 | 2024-02-14 | 40.941945 | 0.0 | 2024-02-28 | 46.224005 | 0.0 | 866.406133 | 0.129013 | Long | Closed |
| 13 | 13 | (entries/exits, EBAY) | 165.974684 | 2024-02-28 | 46.712727 | 0.0 | 2024-04-01 | 50.735253 | 0.0 | -667.637439 | -0.086112 | Short | Closed |
| 14 | 14 | (entries/exits, EBAY) | 160.560512 | 2024-04-01 | 50.819528 | 0.0 | 2024-04-26 | 50.662627 | 0.0 | -25.192076 | -0.003087 | Long | Closed |
| 15 | 15 | (entries/exits, EBAY) | 164.184452 | 2024-04-26 | 50.565763 | 0.0 | 2024-05-06 | 48.195006 | 0.0 | 389.241353 | 0.046885 | Short | Closed |
| 16 | 16 | (entries/exits, EBAY) | 178.968344 | 2024-05-06 | 48.284876 | 0.0 | 2024-06-06 | 52.233415 | 0.0 | 706.663518 | 0.081776 | Long | Closed |
| 17 | 17 | (entries/exits, EBAY) | 190.484597 | 2024-06-06 | 52.274019 | 0.0 | 2024-07-12 | 53.013446 | 0.0 | -140.849541 | -0.014145 | Short | Closed |
| 18 | 18 | (entries/exits, EBAY) | 180.432544 | 2024-07-12 | 53.066444 | 0.0 | 2024-07-30 | 54.206553 | 0.0 | 205.712747 | 0.021485 | Long | Closed |
| 19 | 19 | (entries/exits, EBAY) | 188.670765 | 2024-07-30 | 54.374825 | 0.0 | 2024-08-28 | 56.399843 | 0.0 | -382.061719 | -0.037242 | Short | Closed |
| 20 | 20 | (entries/exits, EBAY) | 164.747929 | 2024-08-28 | 56.652547 | 0.0 | 2024-09-10 | 59.283931 | 0.0 | 433.515103 | 0.046448 | Long | Closed |
| 21 | 21 | (entries/exits, EBAY) | 201.185714 | 2024-09-10 | 60.037306 | 0.0 | 2024-10-30 | 62.142650 | 0.0 | -423.565239 | -0.035067 | Short | Closed |
| 22 | 22 | (entries/exits, EBAY) | 190.738238 | 2024-10-30 | 61.233453 | 0.0 | 2024-12-18 | 62.953902 | 0.0 | 328.155353 | 0.028097 | Long | Closed |
| 23 | 23 | (entries/exits, EBAY) | 223.809988 | 2024-12-18 | 63.773812 | 0.0 | 2025-02-27 | 64.120686 | 0.0 | -77.633943 | -0.005439 | Short | Closed |
| 24 | 24 | (entries/exits, EBAY) | 165.955054 | 2025-02-27 | 62.773372 | 0.0 | 2025-03-04 | 65.869520 | 0.0 | 513.821341 | 0.049323 | Long | Closed |
| 25 | 25 | (entries/exits, EBAY) | 220.996481 | 2025-03-04 | 65.453547 | 0.0 | 2025-04-09 | 62.683105 | 0.0 | 612.257937 | 0.042327 | Short | Closed |
| 26 | 26 | (entries/exits, EBAY) | 181.096789 | 2025-04-09 | 61.575633 | 0.0 | 2025-04-11 | 64.121529 | 0.0 | 461.053611 | 0.041346 | Long | Closed |
| 27 | 27 | (entries/exits, EBAY) | 177.796820 | 2025-04-11 | 64.128533 | 0.0 | 2025-04-17 | 65.782091 | 0.0 | -293.997421 | -0.025785 | Short | Open |
| 28 | 28 | (entries/exits stock two, SW) | 184.531372 | 2023-05-23 | 35.335344 | 0.0 | 2023-06-09 | 33.258653 | 0.0 | 383.214564 | 0.058771 | Short | Closed |
| 29 | 29 | (entries/exits stock two, SW) | 200.834313 | 2023-06-09 | 32.964382 | 0.0 | 2023-07-13 | 34.935681 | 0.0 | 395.904332 | 0.059801 | Long | Closed |
| 30 | 30 | (entries/exits stock two, SW) | 200.423437 | 2023-07-13 | 35.312801 | 0.0 | 2023-08-23 | 36.022018 | 0.0 | -142.143629 | -0.020084 | Short | Closed |
| 31 | 31 | (entries/exits stock two, SW) | 170.227535 | 2023-08-23 | 35.853051 | 0.0 | 2023-09-05 | 39.363637 | 0.0 | 597.598399 | 0.097916 | Long | Closed |
| 32 | 32 | (entries/exits stock two, SW) | 189.273522 | 2023-09-05 | 38.839270 | 0.0 | 2023-09-11 | 34.824289 | 0.0 | 759.929497 | 0.103374 | Short | Closed |
| 33 | 33 | (entries/exits stock two, SW) | 225.291896 | 2023-09-11 | 34.227748 | 0.0 | 2023-10-18 | 31.292774 | 0.0 | -661.225814 | -0.085748 | Long | Closed |
| 34 | 34 | (entries/exits stock two, SW) | 244.660488 | 2023-10-18 | 31.022154 | 0.0 | 2023-11-22 | 30.789267 | 0.0 | 56.978124 | 0.007507 | Short | Closed |
| 35 | 35 | (entries/exits stock two, SW) | 210.830496 | 2023-11-22 | 30.914702 | 0.0 | 2023-12-01 | 36.149765 | 0.0 | 1103.710918 | 0.169339 | Long | Closed |
| 36 | 36 | (entries/exits stock two, SW) | 245.674549 | 2023-12-01 | 36.113658 | 0.0 | 2024-01-03 | 35.847463 | 0.0 | 65.397242 | 0.007371 | Short | Closed |
| 37 | 37 | (entries/exits stock two, SW) | 216.444575 | 2024-01-03 | 35.493121 | 0.0 | 2024-01-26 | 37.489153 | 0.0 | 432.030360 | 0.056237 | Long | Closed |
| 38 | 38 | (entries/exits stock two, SW) | 201.565833 | 2024-01-26 | 37.590252 | 0.0 | 2024-02-02 | 33.129058 | 0.0 | 899.224315 | 0.118680 | Short | Closed |
| 39 | 39 | (entries/exits stock two, SW) | 248.830081 | 2024-02-02 | 33.095348 | 0.0 | 2024-02-14 | 37.927689 | 0.0 | 1202.431773 | 0.146013 | Long | Closed |
| 40 | 40 | (entries/exits stock two, SW) | 247.262752 | 2024-02-14 | 38.035113 | 0.0 | 2024-02-28 | 38.297019 | 0.0 | -64.759389 | -0.006886 | Short | Closed |
| 41 | 41 | (entries/exits stock two, SW) | 244.070542 | 2024-02-28 | 38.298931 | 0.0 | 2024-04-01 | 44.334256 | 0.0 | 1473.045020 | 0.157585 | Long | Closed |
| 42 | 42 | (entries/exits stock two, SW) | 277.885191 | 2024-04-01 | 44.029898 | 0.0 | 2024-04-26 | 41.350306 | 0.0 | 744.619010 | 0.060858 | Short | Closed |
| 43 | 43 | (entries/exits stock two, SW) | 248.942355 | 2024-04-26 | 41.091061 | 0.0 | 2024-05-06 | 45.909072 | 0.0 | 1199.407174 | 0.117252 | Long | Closed |
| 44 | 44 | (entries/exits stock two, SW) | 267.539859 | 2024-05-06 | 45.930298 | 0.0 | 2024-06-06 | 45.511444 | 0.0 | 112.059961 | 0.009119 | Short | Closed |
| 45 | 45 | (entries/exits stock two, SW) | 275.691080 | 2024-06-06 | 45.029125 | 0.0 | 2024-07-12 | 46.888090 | 0.0 | 512.500218 | 0.041284 | Long | Closed |
| 46 | 46 | (entries/exits stock two, SW) | 286.766456 | 2024-07-12 | 46.921043 | 0.0 | 2024-07-30 | 45.064373 | 0.0 | 532.430760 | 0.039570 | Short | Closed |
| 47 | 47 | (entries/exits stock two, SW) | 295.080004 | 2024-07-30 | 44.360067 | 0.0 | 2024-08-28 | 45.002976 | 0.0 | 189.709819 | 0.014493 | Long | Closed |
| 48 | 48 | (entries/exits stock two, SW) | 288.655060 | 2024-08-28 | 45.370392 | 0.0 | 2024-09-10 | 41.916848 | 0.0 | 996.883093 | 0.076119 | Short | Closed |
| 49 | 49 | (entries/exits stock two, SW) | 341.760430 | 2024-09-10 | 42.173002 | 0.0 | 2024-10-30 | 47.958192 | 0.0 | 1977.148851 | 0.137178 | Long | Closed |
| 50 | 50 | (entries/exits stock two, SW) | 350.309797 | 2024-10-30 | 49.072860 | 0.0 | 2024-12-18 | 50.788357 | 0.0 | -600.955451 | -0.034958 | Short | Closed |
| 51 | 51 | (entries/exits stock two, SW) | 307.836172 | 2024-12-18 | 50.489080 | 0.0 | 2025-02-27 | 50.995244 | 0.0 | 155.815578 | 0.010025 | Long | Closed |
| 52 | 52 | (entries/exits stock two, SW) | 281.721246 | 2025-02-27 | 50.612491 | 0.0 | 2025-03-04 | 45.816834 | 0.0 | 1351.038711 | 0.094752 | Short | Closed |
| 53 | 53 | (entries/exits stock two, SW) | 409.312869 | 2025-03-04 | 44.826246 | 0.0 | 2025-04-09 | 42.216535 | 0.0 | -1068.188450 | -0.058218 | Long | Closed |
| 54 | 54 | (entries/exits stock two, SW) | 372.539598 | 2025-04-09 | 41.659134 | 0.0 | 2025-04-11 | 40.024391 | 0.0 | 609.006541 | 0.039241 | Short | Closed |
| 55 | 55 | (entries/exits stock two, SW) | 374.365928 | 2025-04-11 | 40.026423 | 0.0 | 2025-04-17 | 40.565377 | 0.0 | 201.765968 | 0.013465 | Long | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 24612.345456 |
| Total Return [%] | 146.123455 |
| Max Gross Exposure [%] | 3500.9972 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 17.237888 |
| Max Drawdown Duration | 40 days 00:00:00 |
| Profit Factor | 2.918761 |
| Expectancy | 28.665736 |
| Sharpe Ratio | 2.430579 |
| Calmar Ratio | 5.68927 |
| Omega Ratio | 1.461394 |
| Sortino Ratio | 3.820149 |
| Skew | -0.262872 |
| Kurtosis | 8.695432 |
| Tail Ratio | 1.183084 |
| Common Sense Ratio | 2.343345 |
| Value at Risk | -0.020713 |
| Alpha | 0.898419 |
| Beta | 0.248918 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, EBAY) | 125.075011 | 2023-10-18 | 40.129088 | 0.0 | 2023-11-22 | 39.941138 | 0.0 | -23.507918 | -0.004684 | Long | Closed |
| 1 | 1 | (entries/exits, EBAY) | 117.046928 | 2023-11-22 | 40.098254 | 0.0 | 2023-12-01 | 40.445916 | 0.0 | -40.692791 | -0.008670 | Short | Closed |
| 2 | 2 | (entries/exits, EBAY) | 131.986902 | 2023-12-01 | 40.508543 | 0.0 | 2024-01-03 | 42.143434 | 0.0 | 215.784261 | 0.040359 | Long | Closed |
| 3 | 3 | (entries/exits, EBAY) | 131.885400 | 2024-01-03 | 42.045170 | 0.0 | 2024-01-26 | 41.310496 | 0.0 | 96.892662 | 0.017473 | Short | Closed |
| 4 | 4 | (entries/exits, EBAY) | 127.097489 | 2024-01-26 | 41.363258 | 0.0 | 2024-02-02 | 40.662766 | 0.0 | -89.030723 | -0.016935 | Long | Closed |
| 5 | 5 | (entries/exits, EBAY) | 154.203495 | 2024-02-02 | 40.610364 | 0.0 | 2024-02-14 | 40.958165 | 0.0 | -53.632091 | -0.008564 | Short | Closed |
| 6 | 6 | (entries/exits, EBAY) | 146.610974 | 2024-02-14 | 40.941403 | 0.0 | 2024-02-28 | 46.226700 | 0.0 | 774.882559 | 0.129094 | Long | Closed |
| 7 | 7 | (entries/exits, EBAY) | 148.484087 | 2024-02-28 | 46.712374 | 0.0 | 2024-04-01 | 50.734181 | 0.0 | -597.174418 | -0.086097 | Short | Closed |
| 8 | 8 | (entries/exits, EBAY) | 143.212197 | 2024-04-01 | 50.821095 | 0.0 | 2024-04-26 | 50.663189 | 0.0 | -22.614119 | -0.003107 | Long | Closed |
| 9 | 9 | (entries/exits, EBAY) | 146.640160 | 2024-04-26 | 50.565081 | 0.0 | 2024-05-06 | 48.195305 | 0.0 | 347.504332 | 0.046866 | Short | Closed |
| 10 | 10 | (entries/exits, EBAY) | 159.622963 | 2024-05-06 | 48.283105 | 0.0 | 2024-06-06 | 52.234342 | 0.0 | 630.708213 | 0.081835 | Long | Closed |
| 11 | 11 | (entries/exits, EBAY) | 170.142253 | 2024-06-06 | 52.273185 | 0.0 | 2024-07-12 | 53.013549 | 0.0 | -125.967135 | -0.014163 | Short | Closed |
| 12 | 12 | (entries/exits, EBAY) | 160.852195 | 2024-07-12 | 53.066747 | 0.0 | 2024-07-30 | 54.207424 | 0.0 | 183.480342 | 0.021495 | Long | Closed |
| 13 | 13 | (entries/exits, EBAY) | 168.340612 | 2024-07-30 | 54.373168 | 0.0 | 2024-08-28 | 56.400482 | 0.0 | -341.279170 | -0.037285 | Short | Closed |
| 14 | 14 | (entries/exits, EBAY) | 146.879386 | 2024-08-28 | 56.652004 | 0.0 | 2024-09-10 | 59.284285 | 0.0 | 386.627790 | 0.046464 | Long | Closed |
| 15 | 15 | (entries/exits, EBAY) | 179.325981 | 2024-09-10 | 60.036846 | 0.0 | 2024-10-30 | 62.142969 | 0.0 | -377.682525 | -0.035081 | Short | Closed |
| 16 | 16 | (entries/exits, EBAY) | 169.590200 | 2024-10-30 | 61.237849 | 0.0 | 2024-12-18 | 62.958646 | 0.0 | 291.830328 | 0.028100 | Long | Closed |
| 17 | 17 | (entries/exits, EBAY) | 199.402004 | 2024-12-18 | 63.770533 | 0.0 | 2025-02-27 | 64.122362 | 0.0 | -70.155289 | -0.005517 | Short | Closed |
| 18 | 18 | (entries/exits, EBAY) | 147.808623 | 2025-02-27 | 62.773012 | 0.0 | 2025-03-04 | 65.869883 | 0.0 | 457.744215 | 0.049334 | Long | Closed |
| 19 | 19 | (entries/exits, EBAY) | 197.230446 | 2025-03-04 | 65.447527 | 0.0 | 2025-04-09 | 62.683574 | 0.0 | 545.135841 | 0.042232 | Short | Closed |
| 20 | 20 | (entries/exits, EBAY) | 161.393874 | 2025-04-09 | 61.574973 | 0.0 | 2025-04-11 | 64.121529 | 0.0 | 410.998525 | 0.041357 | Long | Closed |
| 21 | 21 | (entries/exits, EBAY) | 182.945560 | 2025-04-11 | 64.624628 | 0.0 | 2025-05-14 | 68.482375 | 0.0 | -705.757625 | -0.059695 | Short | Closed |
| 22 | 22 | (entries/exits, EBAY) | 160.718273 | 2025-05-14 | 68.802111 | 0.0 | 2025-06-02 | 74.179891 | 0.0 | 864.307509 | 0.078163 | Long | Closed |
| 23 | 23 | (entries/exits, EBAY) | 172.757310 | 2025-06-02 | 74.397998 | 0.0 | 2025-06-27 | 73.820141 | 0.0 | 99.829128 | 0.007767 | Short | Closed |
| 24 | 24 | (entries/exits, EBAY) | 163.745940 | 2025-06-27 | 73.678773 | 0.0 | 2025-07-21 | 78.519231 | 0.0 | 792.605282 | 0.065697 | Long | Closed |
| 25 | 25 | (entries/exits, EBAY) | 181.818919 | 2025-07-21 | 80.907038 | 0.0 | 2025-08-28 | 92.406818 | 0.0 | -2090.877721 | -0.142136 | Short | Closed |
| 26 | 26 | (entries/exits, EBAY) | 120.320208 | 2025-08-28 | 92.473555 | 0.0 | 2025-09-11 | 92.465884 | 0.0 | -0.923015 | -0.000083 | Long | Open |
| 27 | 27 | (entries/exits stock two, SW) | 212.975094 | 2023-10-18 | 31.023842 | 0.0 | 2023-11-22 | 30.789353 | 0.0 | 49.940232 | 0.007558 | Short | Closed |
| 28 | 28 | (entries/exits stock two, SW) | 183.554066 | 2023-11-22 | 30.914961 | 0.0 | 2023-12-01 | 36.147986 | 0.0 | 960.542979 | 0.169272 | Long | Closed |
| 29 | 29 | (entries/exits stock two, SW) | 213.456939 | 2023-12-01 | 36.114016 | 0.0 | 2024-01-03 | 35.845816 | 0.0 | 57.249228 | 0.007426 | Short | Closed |
| 30 | 30 | (entries/exits stock two, SW) | 188.429179 | 2024-01-03 | 35.492543 | 0.0 | 2024-01-26 | 37.487471 | 0.0 | 375.902505 | 0.056207 | Long | Closed |
| 31 | 31 | (entries/exits stock two, SW) | 175.261139 | 2024-01-26 | 37.590252 | 0.0 | 2024-02-02 | 33.130313 | 0.0 | 781.653977 | 0.118646 | Short | Closed |
| 32 | 32 | (entries/exits stock two, SW) | 216.230968 | 2024-02-02 | 33.095995 | 0.0 | 2024-02-14 | 37.924956 | 0.0 | 1044.170800 | 0.145908 | Long | Closed |
| 33 | 33 | (entries/exits stock two, SW) | 214.517236 | 2024-02-14 | 38.035359 | 0.0 | 2024-02-28 | 38.296763 | 0.0 | -56.075571 | -0.006873 | Short | Closed |
| 34 | 34 | (entries/exits stock two, SW) | 212.060113 | 2024-02-28 | 38.299505 | 0.0 | 2024-04-01 | 44.326855 | 0.0 | 1278.160504 | 0.157374 | Long | Closed |
| 35 | 35 | (entries/exits stock two, SW) | 240.672849 | 2024-04-01 | 44.032143 | 0.0 | 2024-04-26 | 41.349885 | 0.0 | 645.546664 | 0.060916 | Short | Closed |
| 36 | 36 | (entries/exits stock two, SW) | 215.768533 | 2024-04-26 | 41.091069 | 0.0 | 2024-05-06 | 45.908397 | 0.0 | 1039.427665 | 0.117235 | Long | Closed |
| 37 | 37 | (entries/exits stock two, SW) | 231.883071 | 2024-05-06 | 45.930350 | 0.0 | 2024-06-06 | 45.511057 | 0.0 | 97.226955 | 0.009129 | Short | Closed |
| 38 | 38 | (entries/exits stock two, SW) | 239.238019 | 2024-06-06 | 45.026912 | 0.0 | 2024-07-12 | 46.884254 | 0.0 | 444.346658 | 0.041250 | Long | Closed |
| 39 | 39 | (entries/exits stock two, SW) | 248.165436 | 2024-07-12 | 46.922465 | 0.0 | 2024-07-30 | 45.063450 | 0.0 | 461.343374 | 0.039619 | Short | Closed |
| 40 | 40 | (entries/exits stock two, SW) | 255.954867 | 2024-07-30 | 44.351665 | 0.0 | 2024-08-28 | 44.994320 | 0.0 | 164.490437 | 0.014490 | Long | Closed |
| 41 | 41 | (entries/exits stock two, SW) | 249.766709 | 2024-08-28 | 45.370987 | 0.0 | 2024-09-10 | 41.916364 | 0.0 | 862.849676 | 0.076142 | Short | Closed |
| 42 | 42 | (entries/exits stock two, SW) | 296.278179 | 2024-09-10 | 42.176694 | 0.0 | 2024-10-30 | 47.951199 | 0.0 | 1710.860015 | 0.136912 | Long | Closed |
| 43 | 43 | (entries/exits stock two, SW) | 302.714854 | 2024-10-30 | 49.073790 | 0.0 | 2024-12-18 | 50.786384 | 0.0 | -518.427714 | -0.034898 | Short | Closed |
| 44 | 44 | (entries/exits stock two, SW) | 266.763674 | 2024-12-18 | 50.490944 | 0.0 | 2025-02-27 | 50.999342 | 0.0 | 135.621917 | 0.010069 | Long | Closed |
| 45 | 45 | (entries/exits stock two, SW) | 243.497634 | 2025-02-27 | 50.612794 | 0.0 | 2025-03-04 | 45.815848 | 0.0 | 1168.044966 | 0.094777 | Short | Closed |
| 46 | 46 | (entries/exits stock two, SW) | 355.134203 | 2025-03-04 | 44.812894 | 0.0 | 2025-04-09 | 42.221146 | 0.0 | -920.418297 | -0.057835 | Long | Closed |
| 47 | 47 | (entries/exits stock two, SW) | 322.189889 | 2025-04-09 | 41.659879 | 0.0 | 2025-04-11 | 40.024391 | 0.0 | 526.937617 | 0.039258 | Short | Closed |
| 48 | 48 | (entries/exits stock two, SW) | 339.050718 | 2025-04-11 | 40.026734 | 0.0 | 2025-05-14 | 45.209115 | 0.0 | 1757.090072 | 0.129473 | Long | Closed |
| 49 | 49 | (entries/exits stock two, SW) | 344.921130 | 2025-05-14 | 45.452962 | 0.0 | 2025-06-02 | 42.271324 | 0.0 | 1097.414465 | 0.069998 | Short | Closed |
| 50 | 50 | (entries/exits stock two, SW) | 364.370552 | 2025-06-02 | 42.208493 | 0.0 | 2025-06-27 | 42.644707 | 0.0 | 158.943631 | 0.010335 | Long | Closed |
| 51 | 51 | (entries/exits stock two, SW) | 398.111733 | 2025-06-27 | 43.028023 | 0.0 | 2025-07-21 | 45.195905 | 0.0 | -863.059329 | -0.050383 | Short | Closed |
| 52 | 52 | (entries/exits stock two, SW) | 361.775159 | 2025-07-21 | 44.978246 | 0.0 | 2025-08-28 | 46.064786 | 0.0 | 393.083155 | 0.024157 | Long | Closed |
| 53 | 53 | (entries/exits stock two, SW) | 324.595059 | 2025-08-28 | 46.350925 | 0.0 | 2025-09-11 | 45.733410 | 0.0 | 200.442431 | 0.013323 | Short | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 14239.886902 |
| Total Return [%] | 42.398869 |
| Max Gross Exposure [%] | 161.601349 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 23.600934 |
| Max Drawdown Duration | 254 days 00:00:00 |
| Profit Factor | 1.623338 |
| Expectancy | 7.929728 |
| Sharpe Ratio | 1.189139 |
| Calmar Ratio | 1.303483 |
| Omega Ratio | 1.18707 |
| Sortino Ratio | 1.844173 |
| Skew | 0.311261 |
| Kurtosis | 2.546183 |
| Tail Ratio | 1.297505 |
| Common Sense Ratio | 1.696662 |
| Value at Risk | -0.017529 |
| Alpha | 0.294112 |
| Beta | 0.11918 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, EOG) | 83.099508 | 2023-01-11 | 113.384977 | 0.0 | 2023-03-23 | 98.695501 | 0.0 | -1220.688163 | -0.129554 | Long | Closed |
| 1 | 1 | (entries/exits, EOG) | 88.313601 | 2023-03-23 | 98.082858 | 0.0 | 2023-05-03 | 103.990925 | 0.0 | -521.762738 | -0.060235 | Short | Closed |
| 2 | 2 | (entries/exits, EOG) | 71.139474 | 2023-05-03 | 102.559380 | 0.0 | 2023-07-12 | 111.293421 | 0.0 | 621.335086 | 0.085161 | Long | Closed |
| 3 | 3 | (entries/exits, EOG) | 60.291612 | 2023-07-12 | 112.483228 | 0.0 | 2023-07-14 | 110.656845 | 0.0 | 110.115581 | 0.016237 | Short | Closed |
| 4 | 4 | (entries/exits, EOG) | 63.114333 | 2023-07-14 | 110.681467 | 0.0 | 2023-07-25 | 119.427532 | 0.0 | 552.002018 | 0.079020 | Long | Closed |
| 5 | 5 | (entries/exits, EOG) | 90.391059 | 2023-07-25 | 118.986267 | 0.0 | 2023-10-05 | 113.806171 | 0.0 | 468.234326 | 0.043535 | Short | Closed |
| 6 | 6 | (entries/exits, EOG) | 62.372649 | 2023-10-05 | 110.247883 | 0.0 | 2023-10-13 | 124.276672 | 0.0 | 875.012778 | 0.127248 | Long | Closed |
| 7 | 7 | (entries/exits, EOG) | 71.200845 | 2023-10-13 | 123.951264 | 0.0 | 2023-11-03 | 120.243511 | 0.0 | 263.995123 | 0.029913 | Short | Closed |
| 8 | 8 | (entries/exits, EOG) | 69.696715 | 2023-11-03 | 119.693131 | 0.0 | 2024-01-03 | 118.143563 | 0.0 | -107.999829 | -0.012946 | Long | Closed |
| 9 | 9 | (entries/exits, EOG) | 82.753880 | 2024-01-03 | 116.268711 | 0.0 | 2024-02-02 | 106.352509 | 0.0 | 820.604147 | 0.085287 | Short | Closed |
| 10 | 10 | (entries/exits, EOG) | 78.553009 | 2024-02-02 | 105.967813 | 0.0 | 2024-02-21 | 111.050895 | 0.0 | 399.291424 | 0.047968 | Long | Closed |
| 11 | 11 | (entries/exits, EOG) | 75.740694 | 2024-02-21 | 111.206429 | 0.0 | 2024-02-23 | 106.905327 | 0.0 | 325.768436 | 0.038677 | Short | Closed |
| 12 | 12 | (entries/exits, EOG) | 88.218576 | 2024-02-23 | 107.253699 | 0.0 | 2024-04-01 | 123.245176 | 0.0 | 1410.745290 | 0.149100 | Long | Closed |
| 13 | 13 | (entries/exits, EOG) | 91.773324 | 2024-04-01 | 124.432549 | 0.0 | 2024-05-06 | 126.039974 | 0.0 | -147.518713 | -0.012918 | Short | Closed |
| 14 | 14 | (entries/exits, EOG) | 82.293599 | 2024-05-06 | 125.317194 | 0.0 | 2024-05-31 | 119.948319 | 0.0 | -441.824093 | -0.042842 | Long | Closed |
| 15 | 15 | (entries/exits, EOG) | 80.294451 | 2024-05-31 | 119.839317 | 0.0 | 2024-06-03 | 115.115013 | 0.0 | 379.335413 | 0.039422 | Short | Closed |
| 16 | 16 | (entries/exits, EOG) | 88.051452 | 2024-06-03 | 115.109762 | 0.0 | 2024-06-20 | 117.358865 | 0.0 | 198.036727 | 0.019539 | Long | Closed |
| 17 | 17 | (entries/exits, EOG) | 94.206883 | 2024-06-20 | 117.856281 | 0.0 | 2024-07-22 | 123.104019 | 0.0 | -494.373099 | -0.044527 | Short | Closed |
| 18 | 18 | (entries/exits, EOG) | 81.450441 | 2024-07-22 | 122.955208 | 0.0 | 2024-07-24 | 121.207161 | 0.0 | -142.379240 | -0.014217 | Long | Closed |
| 19 | 19 | (entries/exits, EOG) | 94.747042 | 2024-07-24 | 121.160152 | 0.0 | 2024-08-19 | 124.033796 | 0.0 | -272.269247 | -0.023718 | Short | Closed |
| 20 | 20 | (entries/exits, EOG) | 86.999963 | 2024-08-19 | 123.930068 | 0.0 | 2024-10-01 | 122.852124 | 0.0 | -93.781054 | -0.008698 | Long | Closed |
| 21 | 21 | (entries/exits, EOG) | 91.457694 | 2024-10-01 | 123.257768 | 0.0 | 2024-10-16 | 123.820617 | 0.0 | -51.476888 | -0.004566 | Short | Closed |
| 22 | 22 | (entries/exits, EOG) | 84.956681 | 2024-10-16 | 123.314936 | 0.0 | 2024-11-08 | 130.579291 | 0.0 | 617.155489 | 0.058909 | Long | Closed |
| 23 | 23 | (entries/exits, EOG) | 84.131843 | 2024-11-08 | 130.843770 | 0.0 | 2024-11-12 | 129.915558 | 0.0 | 78.092168 | 0.007094 | Short | Closed |
| 24 | 24 | (entries/exits, EOG) | 85.850447 | 2024-11-12 | 129.952019 | 0.0 | 2024-11-20 | 132.942735 | 0.0 | 256.754275 | 0.023014 | Long | Open |
| 25 | 25 | (entries/exits stock two, XYZ) | 51.266075 | 2023-01-11 | 73.438663 | 0.0 | 2023-03-23 | 70.429454 | 0.0 | 154.270354 | 0.040976 | Short | Closed |
| 26 | 26 | (entries/exits stock two, XYZ) | 39.328766 | 2023-03-23 | 61.708842 | 0.0 | 2023-05-03 | 60.593224 | 0.0 | -43.875910 | -0.018079 | Long | Closed |
| 27 | 27 | (entries/exits stock two, XYZ) | 43.479353 | 2023-05-03 | 59.946911 | 0.0 | 2023-07-12 | 68.122245 | 0.0 | -355.458214 | -0.136376 | Short | Closed |
| 28 | 28 | (entries/exits stock two, XYZ) | 26.245172 | 2023-07-12 | 71.220001 | 0.0 | 2023-07-14 | 75.501720 | 0.0 | 112.374446 | 0.060120 | Long | Closed |
| 29 | 29 | (entries/exits stock two, XYZ) | 27.143345 | 2023-07-14 | 75.555146 | 0.0 | 2023-07-25 | 76.918606 | 0.0 | -37.008857 | -0.018046 | Short | Closed |
| 30 | 30 | (entries/exits stock two, XYZ) | 54.764381 | 2023-07-25 | 65.317329 | 0.0 | 2023-10-05 | 45.747942 | 0.0 | -1071.705340 | -0.299605 | Long | Closed |
| 31 | 31 | (entries/exits stock two, XYZ) | 48.352132 | 2023-10-05 | 42.790513 | 0.0 | 2023-10-13 | 43.395128 | 0.0 | -29.234465 | -0.014130 | Short | Closed |
| 32 | 32 | (entries/exits stock two, XYZ) | 57.755875 | 2023-10-13 | 42.916050 | 0.0 | 2023-11-03 | 47.929985 | 0.0 | 289.584200 | 0.116831 | Long | Closed |
| 33 | 33 | (entries/exits stock two, XYZ) | 51.063078 | 2023-11-03 | 50.906122 | 0.0 | 2024-01-03 | 65.371826 | 0.0 | -738.663380 | -0.284164 | Short | Closed |
| 34 | 34 | (entries/exits stock two, XYZ) | 37.436737 | 2024-01-03 | 67.980847 | 0.0 | 2024-02-02 | 67.684163 | 0.0 | -11.106854 | -0.004364 | Long | Closed |
| 35 | 35 | (entries/exits stock two, XYZ) | 37.942656 | 2024-02-02 | 67.541818 | 0.0 | 2024-02-21 | 64.831899 | 0.0 | 102.821513 | 0.040122 | Short | Closed |
| 36 | 36 | (entries/exits stock two, XYZ) | 35.703541 | 2024-02-21 | 64.470001 | 0.0 | 2024-02-23 | 78.476213 | 0.0 | 500.071352 | 0.217252 | Long | Closed |
| 37 | 37 | (entries/exits stock two, XYZ) | 42.107793 | 2024-02-23 | 78.740228 | 0.0 | 2024-04-01 | 81.450987 | 0.0 | -114.144093 | -0.034427 | Short | Closed |
| 38 | 38 | (entries/exits stock two, XYZ) | 46.677782 | 2024-04-01 | 78.913273 | 0.0 | 2024-05-06 | 73.815627 | 0.0 | -237.946803 | -0.064598 | Long | Closed |
| 39 | 39 | (entries/exits stock two, XYZ) | 44.360309 | 2024-05-06 | 72.755005 | 0.0 | 2024-05-31 | 64.775348 | 0.0 | 353.980039 | 0.109678 | Short | Closed |
| 40 | 40 | (entries/exits stock two, XYZ) | 41.492453 | 2024-05-31 | 64.080002 | 0.0 | 2024-06-03 | 64.300003 | 0.0 | 9.128390 | 0.003433 | Long | Closed |
| 41 | 41 | (entries/exits stock two, XYZ) | 46.746100 | 2024-06-03 | 64.222723 | 0.0 | 2024-06-20 | 62.858312 | 0.0 | 63.780899 | 0.021245 | Short | Closed |
| 42 | 42 | (entries/exits stock two, XYZ) | 48.801214 | 2024-06-20 | 63.074877 | 0.0 | 2024-07-22 | 68.123943 | 0.0 | 246.400532 | 0.080049 | Long | Closed |
| 43 | 43 | (entries/exits stock two, XYZ) | 40.716687 | 2024-07-22 | 68.233860 | 0.0 | 2024-07-24 | 61.709999 | 0.0 | 265.629996 | 0.095610 | Short | Closed |
| 44 | 44 | (entries/exits stock two, XYZ) | 51.001796 | 2024-07-24 | 61.414586 | 0.0 | 2024-08-19 | 66.031813 | 0.0 | 235.486871 | 0.075181 | Long | Closed |
| 45 | 45 | (entries/exits stock two, XYZ) | 51.752740 | 2024-08-19 | 66.392734 | 0.0 | 2024-10-01 | 65.882515 | 0.0 | 26.405276 | 0.007685 | Short | Closed |
| 46 | 46 | (entries/exits stock two, XYZ) | 43.110506 | 2024-10-01 | 66.063849 | 0.0 | 2024-10-16 | 73.012011 | 0.0 | 299.538786 | 0.105173 | Long | Closed |
| 47 | 47 | (entries/exits stock two, XYZ) | 42.516846 | 2024-10-16 | 73.496849 | 0.0 | 2024-11-08 | 74.635837 | 0.0 | -48.426145 | -0.015497 | Short | Closed |
| 48 | 48 | (entries/exits stock two, XYZ) | 39.255625 | 2024-11-08 | 74.559998 | 0.0 | 2024-11-12 | 86.950775 | 0.0 | 486.407716 | 0.166185 | Long | Closed |
| 49 | 49 | (entries/exits stock two, XYZ) | 38.767388 | 2024-11-12 | 87.162381 | 0.0 | 2024-11-20 | 89.763243 | 0.0 | -100.828627 | -0.029839 | Short | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 17488.257616 |
| Total Return [%] | 74.882576 |
| Max Gross Exposure [%] | 142.805538 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 16.254513 |
| Max Drawdown Duration | 97 days 00:00:00 |
| Profit Factor | 1.89805 |
| Expectancy | 14.596338 |
| Sharpe Ratio | 1.81388 |
| Calmar Ratio | 3.250091 |
| Omega Ratio | 1.294106 |
| Sortino Ratio | 2.971533 |
| Skew | 0.537994 |
| Kurtosis | 2.273046 |
| Tail Ratio | 1.26209 |
| Common Sense Ratio | 1.928836 |
| Value at Risk | -0.018658 |
| Alpha | 0.533975 |
| Beta | 0.125706 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, EOG) | 82.242731 | 2023-05-24 | 104.533114 | 0.0 | 2023-07-12 | 111.667471 | 0.0 | 586.749034 | 0.068250 | Long | Closed |
| 1 | 1 | (entries/exits, EOG) | 73.100051 | 2023-07-12 | 112.482333 | 0.0 | 2023-07-14 | 110.656845 | 0.0 | 133.443285 | 0.016229 | Short | Closed |
| 2 | 2 | (entries/exits, EOG) | 76.525738 | 2023-07-14 | 110.679820 | 0.0 | 2023-07-25 | 119.436563 | 0.0 | 670.116263 | 0.079118 | Long | Closed |
| 3 | 3 | (entries/exits, EOG) | 110.637697 | 2023-07-25 | 118.978340 | 0.0 | 2023-10-05 | 113.792792 | 0.0 | 573.717134 | 0.043584 | Short | Closed |
| 4 | 4 | (entries/exits, EOG) | 76.481079 | 2023-10-05 | 110.246012 | 0.0 | 2023-10-13 | 124.293754 | 0.0 | 1074.386442 | 0.127422 | Long | Closed |
| 5 | 5 | (entries/exits, EOG) | 87.595799 | 2023-10-13 | 123.943474 | 0.0 | 2023-11-03 | 120.242245 | 0.0 | 324.212105 | 0.029862 | Short | Closed |
| 6 | 6 | (entries/exits, EOG) | 85.261016 | 2023-11-03 | 119.711028 | 0.0 | 2024-01-03 | 118.166307 | 0.0 | -131.704419 | -0.012904 | Long | Closed |
| 7 | 7 | (entries/exits, EOG) | 102.291382 | 2024-01-03 | 116.253752 | 0.0 | 2024-02-02 | 106.355046 | 0.0 | 1012.552262 | 0.085147 | Short | Closed |
| 8 | 8 | (entries/exits, EOG) | 96.740203 | 2024-02-02 | 105.966027 | 0.0 | 2024-02-21 | 111.061078 | 0.0 | 492.896280 | 0.048082 | Long | Closed |
| 9 | 9 | (entries/exits, EOG) | 93.499799 | 2024-02-21 | 111.206399 | 0.0 | 2024-02-23 | 106.905327 | 0.0 | 402.149338 | 0.038676 | Short | Closed |
| 10 | 10 | (entries/exits, EOG) | 108.368515 | 2024-02-23 | 107.231696 | 0.0 | 2024-04-01 | 123.294913 | 0.0 | 1740.747012 | 0.149799 | Long | Closed |
| 11 | 11 | (entries/exits, EOG) | 113.804639 | 2024-04-01 | 124.437647 | 0.0 | 2024-05-06 | 126.044353 | 0.0 | -182.850640 | -0.012912 | Short | Closed |
| 12 | 12 | (entries/exits, EOG) | 101.383153 | 2024-05-06 | 125.332126 | 0.0 | 2024-05-31 | 119.941244 | 0.0 | -546.544557 | -0.043013 | Long | Closed |
| 13 | 13 | (entries/exits, EOG) | 99.080725 | 2024-05-31 | 119.839317 | 0.0 | 2024-06-03 | 115.115013 | 0.0 | 468.087486 | 0.039422 | Short | Closed |
| 14 | 14 | (entries/exits, EOG) | 108.555895 | 2024-06-03 | 115.110116 | 0.0 | 2024-06-20 | 117.360025 | 0.0 | 244.240821 | 0.019546 | Long | Closed |
| 15 | 15 | (entries/exits, EOG) | 116.315506 | 2024-06-20 | 117.857403 | 0.0 | 2024-07-22 | 123.103787 | 0.0 | -610.235824 | -0.044515 | Short | Closed |
| 16 | 16 | (entries/exits, EOG) | 100.292517 | 2024-07-22 | 122.956246 | 0.0 | 2024-07-24 | 121.207161 | 0.0 | -175.420190 | -0.014225 | Long | Closed |
| 17 | 17 | (entries/exits, EOG) | 116.554237 | 2024-07-24 | 121.157135 | 0.0 | 2024-08-19 | 124.033997 | 0.0 | -335.310382 | -0.023745 | Short | Closed |
| 18 | 18 | (entries/exits, EOG) | 106.281872 | 2024-08-19 | 123.950543 | 0.0 | 2024-10-01 | 122.862382 | 0.0 | -115.651822 | -0.008779 | Long | Closed |
| 19 | 19 | (entries/exits, EOG) | 112.253748 | 2024-10-01 | 123.256157 | 0.0 | 2024-10-16 | 123.825403 | 0.0 | -63.900045 | -0.004618 | Short | Closed |
| 20 | 20 | (entries/exits, EOG) | 103.881311 | 2024-10-16 | 123.320392 | 0.0 | 2024-11-08 | 130.599514 | 0.0 | 756.164734 | 0.059026 | Long | Closed |
| 21 | 21 | (entries/exits, EOG) | 103.049649 | 2024-11-08 | 130.845295 | 0.0 | 2024-11-12 | 129.915558 | 0.0 | 95.809052 | 0.007106 | Short | Closed |
| 22 | 22 | (entries/exits, EOG) | 112.898199 | 2024-11-12 | 129.391269 | 0.0 | 2024-12-31 | 120.099466 | 0.0 | -1049.027797 | -0.071812 | Long | Closed |
| 23 | 23 | (entries/exits, EOG) | 117.323030 | 2024-12-31 | 120.616914 | 0.0 | 2025-01-31 | 124.382092 | 0.0 | -441.742047 | -0.031216 | Short | Closed |
| 24 | 24 | (entries/exits, EOG) | 102.907918 | 2025-01-31 | 123.675366 | 0.0 | 2025-02-19 | 132.166617 | 0.0 | 873.816934 | 0.068658 | Long | Closed |
| 25 | 25 | (entries/exits, EOG) | 150.869475 | 2025-02-19 | 128.514394 | 0.0 | 2025-04-04 | 112.595207 | 0.0 | 2401.719401 | 0.123871 | Short | Closed |
| 26 | 26 | (entries/exits, EOG) | 135.253242 | 2025-04-04 | 108.407496 | 0.0 | 2025-04-17 | 109.655899 | 0.0 | 168.850588 | 0.011516 | Long | Open |
| 27 | 27 | (entries/exits stock two, XYZ) | 41.437527 | 2023-05-24 | 62.234586 | 0.0 | 2023-07-12 | 69.499070 | 0.0 | -301.022236 | -0.116727 | Short | Closed |
| 28 | 28 | (entries/exits stock two, XYZ) | 29.131426 | 2023-07-12 | 71.220001 | 0.0 | 2023-07-14 | 75.502507 | 0.0 | 124.755507 | 0.060131 | Long | Closed |
| 29 | 29 | (entries/exits stock two, XYZ) | 30.119873 | 2023-07-14 | 75.556795 | 0.0 | 2023-07-25 | 76.917977 | 0.0 | -40.998619 | -0.018015 | Short | Closed |
| 30 | 30 | (entries/exits stock two, XYZ) | 61.565756 | 2023-07-25 | 65.175604 | 0.0 | 2023-10-05 | 45.776294 | 0.0 | -1194.333161 | -0.297647 | Long | Closed |
| 31 | 31 | (entries/exits stock two, XYZ) | 54.253485 | 2023-10-05 | 42.790922 | 0.0 | 2023-10-13 | 43.392182 | 0.0 | -32.620431 | -0.014051 | Short | Closed |
| 32 | 32 | (entries/exits stock two, XYZ) | 65.102149 | 2023-10-13 | 42.911797 | 0.0 | 2023-11-03 | 47.917217 | 0.0 | 325.863617 | 0.116644 | Long | Closed |
| 33 | 33 | (entries/exits stock two, XYZ) | 57.248654 | 2023-11-03 | 50.896504 | 0.0 | 2024-01-03 | 65.393535 | 0.0 | -829.935521 | -0.284834 | Short | Closed |
| 34 | 34 | (entries/exits stock two, XYZ) | 42.405093 | 2024-01-03 | 67.970407 | 0.0 | 2024-02-02 | 67.680764 | 0.0 | -12.282300 | -0.004261 | Long | Closed |
| 35 | 35 | (entries/exits stock two, XYZ) | 42.743736 | 2024-02-02 | 67.546971 | 0.0 | 2024-02-21 | 64.822142 | 0.0 | 116.469389 | 0.040340 | Short | Closed |
| 36 | 36 | (entries/exits stock two, XYZ) | 40.336691 | 2024-02-21 | 64.470001 | 0.0 | 2024-02-23 | 78.467839 | 0.0 | 564.626451 | 0.217122 | Long | Closed |
| 37 | 37 | (entries/exits stock two, XYZ) | 47.359110 | 2024-02-23 | 78.743586 | 0.0 | 2024-04-01 | 81.452815 | 0.0 | -128.306664 | -0.034406 | Short | Closed |
| 38 | 38 | (entries/exits stock two, XYZ) | 53.033263 | 2024-04-01 | 78.877118 | 0.0 | 2024-05-06 | 73.819232 | 0.0 | -268.236176 | -0.064124 | Long | Closed |
| 39 | 39 | (entries/exits stock two, XYZ) | 50.046376 | 2024-05-06 | 72.766200 | 0.0 | 2024-05-31 | 64.770354 | 0.0 | 400.163153 | 0.109884 | Short | Closed |
| 40 | 40 | (entries/exits stock two, XYZ) | 46.820318 | 2024-05-31 | 64.080002 | 0.0 | 2024-06-03 | 64.300003 | 0.0 | 10.300527 | 0.003433 | Long | Closed |
| 41 | 41 | (entries/exits stock two, XYZ) | 52.716263 | 2024-06-03 | 64.223917 | 0.0 | 2024-06-20 | 62.856569 | 0.0 | 72.081484 | 0.021290 | Short | Closed |
| 42 | 42 | (entries/exits stock two, XYZ) | 55.170535 | 2024-06-20 | 63.079700 | 0.0 | 2024-07-22 | 68.121394 | 0.0 | 278.152965 | 0.079926 | Long | Closed |
| 43 | 43 | (entries/exits stock two, XYZ) | 45.846812 | 2024-07-22 | 68.234578 | 0.0 | 2024-07-24 | 61.709999 | 0.0 | 299.131151 | 0.095620 | Short | Closed |
| 44 | 44 | (entries/exits stock two, XYZ) | 57.493754 | 2024-07-24 | 61.409587 | 0.0 | 2024-08-19 | 66.017219 | 0.0 | 264.910045 | 0.075031 | Long | Closed |
| 45 | 45 | (entries/exits stock two, XYZ) | 57.946794 | 2024-08-19 | 66.401849 | 0.0 | 2024-10-01 | 65.881448 | 0.0 | 30.155552 | 0.007837 | Short | Closed |
| 46 | 46 | (entries/exits stock two, XYZ) | 48.420834 | 2024-10-01 | 66.065886 | 0.0 | 2024-10-16 | 73.002776 | 0.0 | 335.889995 | 0.105000 | Long | Closed |
| 47 | 47 | (entries/exits stock two, XYZ) | 47.585041 | 2024-10-16 | 73.496710 | 0.0 | 2024-11-08 | 74.631023 | 0.0 | -53.976314 | -0.015434 | Short | Closed |
| 48 | 48 | (entries/exits stock two, XYZ) | 44.039337 | 2024-11-08 | 74.559998 | 0.0 | 2024-11-12 | 86.945129 | 0.0 | 545.432972 | 0.166110 | Long | Closed |
| 49 | 49 | (entries/exits stock two, XYZ) | 55.283864 | 2024-11-12 | 88.011112 | 0.0 | 2024-12-31 | 88.039250 | 0.0 | -1.555616 | -0.000320 | Short | Closed |
| 50 | 50 | (entries/exits stock two, XYZ) | 42.027311 | 2024-12-31 | 85.110557 | 0.0 | 2025-01-31 | 90.320199 | 0.0 | 218.947258 | 0.061210 | Long | Closed |
| 51 | 51 | (entries/exits stock two, XYZ) | 41.346856 | 2025-01-31 | 89.899861 | 0.0 | 2025-02-19 | 83.888625 | 0.0 | 248.545693 | 0.066866 | Short | Closed |
| 52 | 52 | (entries/exits stock two, XYZ) | 80.111687 | 2025-02-19 | 72.012799 | 0.0 | 2025-04-04 | 52.266177 | 0.0 | -1581.935248 | -0.274210 | Long | Closed |
| 53 | 53 | (entries/exits stock two, XYZ) | 74.762340 | 2025-04-04 | 50.442835 | 0.0 | 2025-04-17 | 54.044064 | 0.0 | -269.236303 | -0.071392 | Short | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 19523.098136 |
| Total Return [%] | 95.230981 |
| Max Gross Exposure [%] | 140.801294 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 16.534582 |
| Max Drawdown Duration | 97 days 00:00:00 |
| Profit Factor | 2.430987 |
| Expectancy | 17.344822 |
| Sharpe Ratio | 2.143682 |
| Calmar Ratio | 4.000207 |
| Omega Ratio | 1.357031 |
| Sortino Ratio | 3.52319 |
| Skew | 0.458666 |
| Kurtosis | 2.394143 |
| Tail Ratio | 1.245953 |
| Common Sense Ratio | 2.070047 |
| Value at Risk | -0.018446 |
| Alpha | 0.634921 |
| Beta | 0.135227 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, EOG) | 77.239263 | 2023-10-13 | 123.934669 | 0.0 | 2023-11-03 | 120.240822 | 0.0 | 285.310008 | 0.029805 | Short | Closed |
| 1 | 1 | (entries/exits, EOG) | 74.696030 | 2023-11-03 | 119.731586 | 0.0 | 2024-01-03 | 118.192368 | 0.0 | -114.973448 | -0.012856 | Long | Closed |
| 2 | 2 | (entries/exits, EOG) | 90.678280 | 2024-01-03 | 116.236894 | 0.0 | 2024-02-02 | 106.357918 | 0.0 | 895.808583 | 0.084990 | Short | Closed |
| 3 | 3 | (entries/exits, EOG) | 85.397902 | 2024-02-02 | 105.963989 | 0.0 | 2024-02-21 | 111.072661 | 0.0 | 436.269861 | 0.048211 | Long | Closed |
| 4 | 4 | (entries/exits, EOG) | 82.761374 | 2024-02-21 | 111.206364 | 0.0 | 2024-02-23 | 106.905327 | 0.0 | 355.959775 | 0.038676 | Short | Closed |
| 5 | 5 | (entries/exits, EOG) | 95.387269 | 2024-02-23 | 107.206518 | 0.0 | 2024-04-01 | 123.351595 | 0.0 | 1540.034775 | 0.150598 | Long | Closed |
| 6 | 6 | (entries/exits, EOG) | 101.277933 | 2024-04-01 | 124.445144 | 0.0 | 2024-05-06 | 126.050591 | 0.0 | -162.596387 | -0.012901 | Short | Closed |
| 7 | 7 | (entries/exits, EOG) | 89.530346 | 2024-05-06 | 125.349114 | 0.0 | 2024-05-31 | 119.933182 | 0.0 | -484.890270 | -0.043207 | Long | Closed |
| 8 | 8 | (entries/exits, EOG) | 87.658472 | 2024-05-31 | 119.839317 | 0.0 | 2024-06-03 | 115.115013 | 0.0 | 414.125287 | 0.039422 | Short | Closed |
| 9 | 9 | (entries/exits, EOG) | 95.944328 | 2024-06-03 | 115.110517 | 0.0 | 2024-06-20 | 117.361340 | 0.0 | 215.953631 | 0.019554 | Long | Closed |
| 10 | 10 | (entries/exits, EOG) | 102.973349 | 2024-06-20 | 117.858656 | 0.0 | 2024-07-22 | 123.103523 | 0.0 | -540.081468 | -0.044501 | Short | Closed |
| 11 | 11 | (entries/exits, EOG) | 88.515695 | 2024-07-22 | 122.957421 | 0.0 | 2024-07-24 | 121.207161 | 0.0 | -154.925528 | -0.014235 | Long | Closed |
| 12 | 12 | (entries/exits, EOG) | 102.757323 | 2024-07-24 | 121.153728 | 0.0 | 2024-08-19 | 124.034218 | 0.0 | -295.991476 | -0.023775 | Short | Closed |
| 13 | 13 | (entries/exits, EOG) | 92.963454 | 2024-08-19 | 123.973917 | 0.0 | 2024-10-01 | 122.874060 | 0.0 | -102.246568 | -0.008872 | Long | Closed |
| 14 | 14 | (entries/exits, EOG) | 98.711901 | 2024-10-01 | 123.254338 | 0.0 | 2024-10-16 | 123.830811 | 0.0 | -56.904709 | -0.004677 | Short | Closed |
| 15 | 15 | (entries/exits, EOG) | 90.959471 | 2024-10-16 | 123.326585 | 0.0 | 2024-11-08 | 130.622453 | 0.0 | 663.628301 | 0.059159 | Long | Closed |
| 16 | 16 | (entries/exits, EOG) | 90.406512 | 2024-11-08 | 130.847025 | 0.0 | 2024-11-12 | 129.915558 | 0.0 | 84.210684 | 0.007119 | Short | Closed |
| 17 | 17 | (entries/exits, EOG) | 98.326717 | 2024-11-12 | 129.431408 | 0.0 | 2024-12-31 | 120.062789 | 0.0 | -921.185585 | -0.072383 | Long | Closed |
| 18 | 18 | (entries/exits, EOG) | 102.596995 | 2024-12-31 | 120.608796 | 0.0 | 2025-01-31 | 124.386926 | 0.0 | -387.624799 | -0.031325 | Short | Closed |
| 19 | 19 | (entries/exits, EOG) | 89.779515 | 2025-01-31 | 123.671315 | 0.0 | 2025-02-19 | 132.170646 | 0.0 | 763.065741 | 0.068725 | Long | Closed |
| 20 | 20 | (entries/exits, EOG) | 132.803815 | 2025-02-19 | 128.467871 | 0.0 | 2025-04-04 | 112.577418 | 0.0 | 2110.312764 | 0.123692 | Short | Closed |
| 21 | 21 | (entries/exits, EOG) | 120.726136 | 2025-04-04 | 108.431903 | 0.0 | 2025-05-02 | 110.032893 | 0.0 | 193.281405 | 0.014765 | Long | Closed |
| 22 | 22 | (entries/exits, EOG) | 130.962001 | 2025-05-02 | 110.033260 | 0.0 | 2025-05-22 | 110.140099 | 0.0 | -13.991825 | -0.000971 | Short | Closed |
| 23 | 23 | (entries/exits, EOG) | 121.147725 | 2025-05-22 | 109.867446 | 0.0 | 2025-06-13 | 123.772886 | 0.0 | 1684.612454 | 0.126566 | Long | Closed |
| 24 | 24 | (entries/exits, EOG) | 154.005190 | 2025-06-13 | 123.245318 | 0.0 | 2025-07-16 | 118.601796 | 0.0 | 715.126416 | 0.037677 | Short | Closed |
| 25 | 25 | (entries/exits, EOG) | 135.112244 | 2025-07-16 | 117.838919 | 0.0 | 2025-08-29 | 124.420303 | 0.0 | 889.225641 | 0.055851 | Long | Closed |
| 26 | 26 | (entries/exits, EOG) | 144.670075 | 2025-08-29 | 124.090369 | 0.0 | 2025-09-11 | 120.173388 | 0.0 | 566.669948 | 0.031566 | Short | Open |
| 27 | 27 | (entries/exits stock two, XYZ) | 51.679887 | 2023-10-13 | 42.907009 | 0.0 | 2023-11-03 | 47.902833 | 0.0 | 258.183630 | 0.116434 | Long | Closed |
| 28 | 28 | (entries/exits stock two, XYZ) | 45.168896 | 2023-11-03 | 50.885365 | 0.0 | 2024-01-03 | 65.418041 | 0.0 | -656.424901 | -0.285596 | Short | Closed |
| 29 | 29 | (entries/exits stock two, XYZ) | 33.848026 | 2024-01-03 | 67.958671 | 0.0 | 2024-02-02 | 67.676932 | 0.0 | -9.536284 | -0.004146 | Long | Closed |
| 30 | 30 | (entries/exits stock two, XYZ) | 33.907709 | 2024-02-02 | 67.552841 | 0.0 | 2024-02-21 | 64.811048 | 0.0 | 92.967907 | 0.040587 | Short | Closed |
| 31 | 31 | (entries/exits stock two, XYZ) | 32.102319 | 2024-02-21 | 64.470001 | 0.0 | 2024-02-23 | 78.458370 | 0.0 | 449.059089 | 0.216975 | Long | Closed |
| 32 | 32 | (entries/exits stock two, XYZ) | 37.499858 | 2024-02-23 | 78.747386 | 0.0 | 2024-04-01 | 81.454859 | 0.0 | -101.529847 | -0.034382 | Short | Closed |
| 33 | 33 | (entries/exits stock two, XYZ) | 42.475283 | 2024-04-01 | 78.836637 | 0.0 | 2024-05-06 | 73.823249 | 0.0 | -212.945043 | -0.063592 | Long | Closed |
| 34 | 34 | (entries/exits stock two, XYZ) | 39.779864 | 2024-05-06 | 72.776673 | 0.0 | 2024-05-31 | 64.765347 | 0.0 | 318.689425 | 0.110081 | Short | Closed |
| 35 | 35 | (entries/exits stock two, XYZ) | 37.210602 | 2024-05-31 | 64.080002 | 0.0 | 2024-06-03 | 64.300003 | 0.0 | 8.186378 | 0.003433 | Long | Closed |
| 36 | 36 | (entries/exits stock two, XYZ) | 41.867299 | 2024-06-03 | 64.225270 | 0.0 | 2024-06-20 | 62.854593 | 0.0 | 57.386570 | 0.021342 | Short | Closed |
| 37 | 37 | (entries/exits stock two, XYZ) | 43.939114 | 2024-06-20 | 63.085097 | 0.0 | 2024-07-22 | 68.118505 | 0.0 | 221.163493 | 0.079788 | Long | Closed |
| 38 | 38 | (entries/exits stock two, XYZ) | 36.348668 | 2024-07-22 | 68.235391 | 0.0 | 2024-07-24 | 61.709999 | 0.0 | 237.189320 | 0.095631 | Short | Closed |
| 39 | 39 | (entries/exits stock two, XYZ) | 45.641557 | 2024-07-24 | 61.403958 | 0.0 | 2024-08-19 | 66.000774 | 0.0 | 209.805841 | 0.074862 | Long | Closed |
| 40 | 40 | (entries/exits stock two, XYZ) | 45.650137 | 2024-08-19 | 66.412206 | 0.0 | 2024-10-01 | 65.880234 | 0.0 | 24.284572 | 0.008010 | Short | Closed |
| 41 | 41 | (entries/exits stock two, XYZ) | 38.280241 | 2024-10-01 | 66.068177 | 0.0 | 2024-10-16 | 72.992356 | 0.0 | 265.059242 | 0.104804 | Long | Closed |
| 42 | 42 | (entries/exits stock two, XYZ) | 37.468894 | 2024-10-16 | 73.496551 | 0.0 | 2024-11-08 | 74.625574 | 0.0 | -42.303258 | -0.015362 | Short | Closed |
| 43 | 43 | (entries/exits stock two, XYZ) | 34.769976 | 2024-11-08 | 74.559998 | 0.0 | 2024-11-12 | 86.938745 | 0.0 | 430.408737 | 0.166024 | Long | Closed |
| 44 | 44 | (entries/exits stock two, XYZ) | 43.374274 | 2024-11-12 | 88.003849 | 0.0 | 2024-12-31 | 88.025701 | 0.0 | -0.947813 | -0.000248 | Short | Closed |
| 45 | 45 | (entries/exits stock two, XYZ) | 33.112245 | 2024-12-31 | 85.112518 | 0.0 | 2025-01-31 | 90.311268 | 0.0 | 172.142283 | 0.061081 | Long | Closed |
| 46 | 46 | (entries/exits stock two, XYZ) | 32.443199 | 2025-01-31 | 89.900980 | 0.0 | 2025-02-19 | 83.888609 | 0.0 | 195.060548 | 0.066878 | Short | Closed |
| 47 | 47 | (entries/exits stock two, XYZ) | 63.673234 | 2025-02-19 | 71.854533 | 0.0 | 2025-04-04 | 52.296252 | 0.0 | -1245.339026 | -0.272193 | Long | Closed |
| 48 | 48 | (entries/exits stock two, XYZ) | 61.282486 | 2025-04-04 | 50.584226 | 0.0 | 2025-05-02 | 48.626087 | 0.0 | 119.999678 | 0.038710 | Short | Closed |
| 49 | 49 | (entries/exits stock two, XYZ) | 66.945493 | 2025-05-02 | 47.166237 | 0.0 | 2025-05-22 | 57.434563 | 0.0 | 687.418188 | 0.217705 | Long | Closed |
| 50 | 50 | (entries/exits stock two, XYZ) | 56.474853 | 2025-05-22 | 58.838988 | 0.0 | 2025-06-13 | 61.708220 | 0.0 | -162.039454 | -0.048764 | Short | Closed |
| 51 | 51 | (entries/exits stock two, XYZ) | 61.593325 | 2025-06-13 | 62.114361 | 0.0 | 2025-07-16 | 68.699780 | 0.0 | 405.617850 | 0.106021 | Long | Closed |
| 52 | 52 | (entries/exits stock two, XYZ) | 61.840361 | 2025-07-16 | 70.236642 | 0.0 | 2025-08-29 | 78.798518 | 0.0 | -529.469494 | -0.121900 | Short | Closed |
| 53 | 53 | (entries/exits stock two, XYZ) | 49.580024 | 2025-08-29 | 79.235922 | 0.0 | 2025-09-11 | 74.250593 | 0.0 | -247.172707 | -0.062918 | Long | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 14698.582183 |
| Total Return [%] | 46.985822 |
| Max Gross Exposure [%] | 139.783512 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 13.2014 |
| Max Drawdown Duration | 91 days 00:00:00 |
| Profit Factor | 1.748317 |
| Expectancy | 10.168711 |
| Sharpe Ratio | 1.570525 |
| Calmar Ratio | 2.571507 |
| Omega Ratio | 1.241653 |
| Sortino Ratio | 2.348957 |
| Skew | -0.060017 |
| Kurtosis | 2.031898 |
| Tail Ratio | 1.119394 |
| Common Sense Ratio | 1.4994 |
| Value at Risk | -0.014724 |
| Alpha | 0.318072 |
| Beta | 0.101511 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, EVRG) | 160.148973 | 2022-12-23 | 56.194342 | 0.0 | 2023-01-12 | 56.739940 | 0.0 | -87.377061 | -0.009709 | Short | Closed |
| 1 | 1 | (entries/exits, EVRG) | 169.724363 | 2023-01-12 | 56.345247 | 0.0 | 2023-03-13 | 52.945294 | 0.0 | -577.054756 | -0.060341 | Long | Closed |
| 2 | 2 | (entries/exits, EVRG) | 191.907993 | 2023-03-13 | 53.009539 | 0.0 | 2023-04-28 | 55.482029 | 0.0 | -474.490745 | -0.046642 | Short | Closed |
| 3 | 3 | (entries/exits, EVRG) | 144.088498 | 2023-04-28 | 55.681176 | 0.0 | 2023-05-04 | 55.747759 | 0.0 | 9.593912 | 0.001196 | Long | Closed |
| 4 | 4 | (entries/exits, EVRG) | 181.003508 | 2023-05-04 | 55.399539 | 0.0 | 2023-06-01 | 52.037323 | 0.0 | 608.572858 | 0.060690 | Short | Closed |
| 5 | 5 | (entries/exits, EVRG) | 175.579003 | 2023-06-01 | 51.847566 | 0.0 | 2023-07-05 | 54.088443 | 0.0 | 393.450964 | 0.043220 | Long | Closed |
| 6 | 6 | (entries/exits, EVRG) | 173.406540 | 2023-07-05 | 54.095470 | 0.0 | 2023-07-10 | 52.563477 | 0.0 | 265.657659 | 0.028320 | Short | Closed |
| 7 | 7 | (entries/exits, EVRG) | 176.941815 | 2023-07-10 | 52.563477 | 0.0 | 2023-07-12 | 54.474571 | 0.0 | 338.152584 | 0.036358 | Long | Closed |
| 8 | 8 | (entries/exits, EVRG) | 201.829838 | 2023-07-12 | 54.397096 | 0.0 | 2023-08-04 | 52.192448 | 0.0 | 444.963801 | 0.040529 | Short | Closed |
| 9 | 9 | (entries/exits, EVRG) | 220.943247 | 2023-08-04 | 51.312821 | 0.0 | 2023-10-26 | 45.255965 | 0.0 | -1338.221514 | -0.118038 | Long | Closed |
| 10 | 10 | (entries/exits, EVRG) | 225.441835 | 2023-10-26 | 45.046649 | 0.0 | 2023-11-13 | 44.139201 | 0.0 | 204.576616 | 0.020145 | Short | Closed |
| 11 | 11 | (entries/exits, EVRG) | 224.262288 | 2023-11-13 | 44.094110 | 0.0 | 2023-12-13 | 49.259307 | 0.0 | 1158.358689 | 0.117140 | Long | Closed |
| 12 | 12 | (entries/exits, EVRG) | 253.951927 | 2023-12-13 | 49.196411 | 0.0 | 2024-01-22 | 46.633078 | 0.0 | 650.963281 | 0.052104 | Short | Closed |
| 13 | 13 | (entries/exits, EVRG) | 235.948477 | 2024-01-22 | 46.235146 | 0.0 | 2024-02-15 | 46.333193 | 0.0 | 23.133921 | 0.002121 | Long | Closed |
| 14 | 14 | (entries/exits, EVRG) | 268.681891 | 2024-02-15 | 46.473384 | 0.0 | 2024-04-03 | 49.097702 | 0.0 | -705.106800 | -0.056469 | Short | Closed |
| 15 | 15 | (entries/exits, EVRG) | 209.024122 | 2024-04-03 | 49.512916 | 0.0 | 2024-04-08 | 49.573936 | 0.0 | 12.754852 | 0.001232 | Long | Closed |
| 16 | 16 | (entries/exits, EVRG) | 231.109621 | 2024-04-08 | 49.448964 | 0.0 | 2024-04-16 | 46.572686 | 0.0 | 664.735522 | 0.058167 | Short | Closed |
| 17 | 17 | (entries/exits, EVRG) | 242.648925 | 2024-04-16 | 46.646108 | 0.0 | 2024-05-07 | 50.979955 | 0.0 | 1051.603517 | 0.092909 | Long | Closed |
| 18 | 18 | (entries/exits, EVRG) | 260.630030 | 2024-05-07 | 51.143724 | 0.0 | 2024-06-07 | 50.563479 | 0.0 | 151.229227 | 0.011345 | Short | Closed |
| 19 | 19 | (entries/exits, EVRG) | 233.740701 | 2024-06-07 | 50.325772 | 0.0 | 2024-06-18 | 50.172742 | 0.0 | -35.769529 | -0.003041 | Long | Closed |
| 20 | 20 | (entries/exits, EVRG) | 246.457456 | 2024-06-18 | 50.173977 | 0.0 | 2024-07-03 | 49.875290 | 0.0 | 73.613547 | 0.005953 | Short | Closed |
| 21 | 21 | (entries/exits, EVRG) | 244.683533 | 2024-07-03 | 49.854303 | 0.0 | 2024-07-12 | 52.293982 | 0.0 | 596.949388 | 0.048936 | Long | Closed |
| 22 | 22 | (entries/exits, EVRG) | 295.521717 | 2024-07-12 | 52.979971 | 0.0 | 2024-10-04 | 57.339638 | 0.0 | -1288.376203 | -0.082289 | Short | Closed |
| 23 | 23 | (entries/exits, EVRG) | 199.457355 | 2024-10-04 | 57.956472 | 0.0 | 2024-10-23 | 59.510248 | 0.0 | 309.912042 | 0.026809 | Long | Closed |
| 24 | 24 | (entries/exits, EVRG) | 210.460488 | 2024-10-23 | 59.432702 | 0.0 | 2024-11-01 | 57.250974 | 0.0 | 459.167648 | 0.036709 | Short | Closed |
| 25 | 25 | (entries/exits, EVRG) | 213.739854 | 2024-11-01 | 57.239917 | 0.0 | 2024-11-08 | 60.036254 | 0.0 | 597.688655 | 0.048853 | Long | Closed |
| 26 | 26 | (entries/exits, EVRG) | 216.530818 | 2024-11-08 | 60.063469 | 0.0 | 2024-11-20 | 61.792115 | 0.0 | -374.305219 | -0.028780 | Short | Open |
| 27 | 27 | (entries/exits stock two, PSKY) | 106.467943 | 2022-12-23 | 15.858745 | 0.0 | 2023-01-12 | 18.943199 | 0.0 | 328.395430 | 0.194495 | Long | Closed |
| 28 | 28 | (entries/exits stock two, PSKY) | 124.541849 | 2023-01-12 | 19.771369 | 0.0 | 2023-03-13 | 19.558320 | 0.0 | 26.533498 | 0.010776 | Short | Closed |
| 29 | 29 | (entries/exits stock two, PSKY) | 102.512499 | 2023-03-13 | 18.843007 | 0.0 | 2023-04-28 | 21.955429 | 0.0 | 319.062123 | 0.165176 | Long | Closed |
| 30 | 30 | (entries/exits stock two, PSKY) | 70.290641 | 2023-04-28 | 22.479167 | 0.0 | 2023-05-04 | 15.810557 | 0.0 | 468.740883 | 0.296657 | Short | Closed |
| 31 | 31 | (entries/exits stock two, PSKY) | 137.562830 | 2023-05-04 | 15.480379 | 0.0 | 2023-06-01 | 14.876540 | 0.0 | -83.065828 | -0.039007 | Long | Closed |
| 32 | 32 | (entries/exits stock two, PSKY) | 133.234990 | 2023-06-01 | 14.887039 | 0.0 | 2023-07-05 | 15.612031 | 0.0 | -96.594202 | -0.048699 | Short | Closed |
| 33 | 33 | (entries/exits stock two, PSKY) | 115.580512 | 2023-07-05 | 15.615253 | 0.0 | 2023-07-10 | 15.702449 | 0.0 | 10.078220 | 0.005584 | Long | Closed |
| 34 | 34 | (entries/exits stock two, PSKY) | 115.343946 | 2023-07-10 | 15.699359 | 0.0 | 2023-07-12 | 15.997296 | 0.0 | -34.365195 | -0.018978 | Short | Closed |
| 35 | 35 | (entries/exits stock two, PSKY) | 146.642252 | 2023-07-12 | 15.758267 | 0.0 | 2023-08-04 | 15.144130 | 0.0 | -90.058355 | -0.038972 | Long | Closed |
| 36 | 36 | (entries/exits stock two, PSKY) | 247.278167 | 2023-08-04 | 13.952272 | 0.0 | 2023-10-26 | 11.472643 | 0.0 | 613.157936 | 0.177722 | Short | Closed |
| 37 | 37 | (entries/exits stock two, PSKY) | 198.151762 | 2023-10-26 | 10.718400 | 0.0 | 2023-11-13 | 11.760795 | 0.0 | 206.552390 | 0.097253 | Long | Closed |
| 38 | 38 | (entries/exits stock two, PSKY) | 197.733434 | 2023-11-13 | 12.162550 | 0.0 | 2023-12-13 | 15.005998 | 0.0 | -562.244770 | -0.233787 | Short | Closed |
| 39 | 39 | (entries/exits stock two, PSKY) | 173.329870 | 2023-12-13 | 14.962781 | 0.0 | 2024-01-22 | 13.569974 | 0.0 | -241.415147 | -0.093085 | Long | Closed |
| 40 | 40 | (entries/exits stock two, PSKY) | 186.629188 | 2024-01-22 | 13.293642 | 0.0 | 2024-02-15 | 12.453693 | 0.0 | 156.759026 | 0.063184 | Short | Closed |
| 41 | 41 | (entries/exits stock two, PSKY) | 229.805530 | 2024-02-15 | 11.922155 | 0.0 | 2024-04-03 | 12.685559 | 0.0 | 175.434539 | 0.064032 | Long | Closed |
| 42 | 42 | (entries/exits stock two, PSKY) | 170.510057 | 2024-04-03 | 13.066060 | 0.0 | 2024-04-08 | 10.812449 | 0.0 | 384.263254 | 0.172478 | Short | Closed |
| 43 | 43 | (entries/exits stock two, PSKY) | 209.203720 | 2024-04-08 | 10.778160 | 0.0 | 2024-04-16 | 10.238922 | 0.0 | -112.810585 | -0.050031 | Long | Closed |
| 44 | 44 | (entries/exits stock two, PSKY) | 254.034730 | 2024-04-16 | 10.500062 | 0.0 | 2024-05-07 | 12.549811 | 0.0 | -520.707281 | -0.195213 | Short | Closed |
| 45 | 45 | (entries/exits stock two, PSKY) | 222.934152 | 2024-05-07 | 12.429247 | 0.0 | 2024-06-07 | 11.811292 | 0.0 | -137.763283 | -0.049718 | Long | Closed |
| 46 | 46 | (entries/exits stock two, PSKY) | 237.734547 | 2024-06-07 | 11.451215 | 0.0 | 2024-06-18 | 9.454986 | 0.0 | 474.572459 | 0.174325 | Short | Closed |
| 47 | 47 | (entries/exits stock two, PSKY) | 256.117614 | 2024-06-18 | 9.466693 | 0.0 | 2024-07-03 | 11.111486 | 0.0 | 421.260318 | 0.173745 | Long | Closed |
| 48 | 48 | (entries/exits stock two, PSKY) | 226.618650 | 2024-07-03 | 11.245190 | 0.0 | 2024-07-12 | 11.364137 | 0.0 | -26.955639 | -0.010578 | Short | Closed |
| 49 | 49 | (entries/exits stock two, PSKY) | 299.800096 | 2024-07-12 | 11.096840 | 0.0 | 2024-10-04 | 10.490975 | 0.0 | -181.638336 | -0.054598 | Long | Closed |
| 50 | 50 | (entries/exits stock two, PSKY) | 231.150278 | 2024-10-04 | 10.372589 | 0.0 | 2024-10-23 | 10.183424 | 0.0 | 43.725632 | 0.018237 | Short | Closed |
| 51 | 51 | (entries/exits stock two, PSKY) | 230.979633 | 2024-10-23 | 10.178314 | 0.0 | 2024-11-01 | 10.823897 | 0.0 | 149.116364 | 0.063427 | Long | Closed |
| 52 | 52 | (entries/exits stock two, PSKY) | 222.779346 | 2024-11-01 | 10.836966 | 0.0 | 2024-11-08 | 10.941048 | 0.0 | -23.187368 | -0.009604 | Short | Closed |
| 53 | 53 | (entries/exits stock two, PSKY) | 246.736811 | 2024-11-08 | 10.903358 | 0.0 | 2024-11-20 | 10.487365 | 0.0 | -102.640753 | -0.038153 | Long | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 16626.265353 |
| Total Return [%] | 66.262654 |
| Max Gross Exposure [%] | 129.188426 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 18.127876 |
| Max Drawdown Duration | 177 days 00:00:00 |
| Profit Factor | 2.172465 |
| Expectancy | 11.163003 |
| Sharpe Ratio | 1.918665 |
| Calmar Ratio | 2.59698 |
| Omega Ratio | 1.302033 |
| Sortino Ratio | 2.909756 |
| Skew | -0.114999 |
| Kurtosis | 1.629376 |
| Tail Ratio | 1.118593 |
| Common Sense Ratio | 1.645202 |
| Value at Risk | -0.016506 |
| Alpha | 0.492569 |
| Beta | 0.036016 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, EVRG) | 192.635110 | 2023-06-01 | 51.812208 | 0.0 | 2023-07-05 | 54.120945 | 0.0 | 444.743709 | 0.044560 | Long | Closed |
| 1 | 1 | (entries/exits, EVRG) | 199.465840 | 2023-07-05 | 54.091961 | 0.0 | 2023-07-10 | 52.563477 | 0.0 | 304.880495 | 0.028257 | Short | Closed |
| 2 | 2 | (entries/exits, EVRG) | 203.996108 | 2023-07-10 | 52.563477 | 0.0 | 2023-07-12 | 54.483630 | 0.0 | 391.703791 | 0.036530 | Long | Closed |
| 3 | 3 | (entries/exits, EVRG) | 241.833918 | 2023-07-12 | 54.385416 | 0.0 | 2023-08-04 | 52.222383 | 0.0 | 523.094688 | 0.039772 | Short | Closed |
| 4 | 4 | (entries/exits, EVRG) | 224.666257 | 2023-08-04 | 51.892681 | 0.0 | 2023-10-26 | 45.009879 | 0.0 | -1546.333305 | -0.132635 | Long | Closed |
| 5 | 5 | (entries/exits, EVRG) | 247.969832 | 2023-10-26 | 45.030169 | 0.0 | 2023-11-13 | 44.199283 | 0.0 | 206.034686 | 0.018452 | Short | Closed |
| 6 | 6 | (entries/exits, EVRG) | 234.385946 | 2023-11-13 | 43.999977 | 0.0 | 2023-12-13 | 49.460265 | 0.0 | 1279.814560 | 0.124097 | Long | Closed |
| 7 | 7 | (entries/exits, EVRG) | 300.674832 | 2023-12-13 | 49.160298 | 0.0 | 2024-01-22 | 46.630548 | 0.0 | 760.632067 | 0.051459 | Short | Closed |
| 8 | 8 | (entries/exits, EVRG) | 266.860343 | 2024-01-22 | 46.244853 | 0.0 | 2024-02-15 | 46.319419 | 0.0 | 19.898747 | 0.001612 | Long | Closed |
| 9 | 9 | (entries/exits, EVRG) | 316.003321 | 2024-02-15 | 46.448887 | 0.0 | 2024-04-03 | 49.113078 | 0.0 | -841.893119 | -0.057357 | Short | Closed |
| 10 | 10 | (entries/exits, EVRG) | 232.663367 | 2024-04-03 | 49.517509 | 0.0 | 2024-04-08 | 49.573936 | 0.0 | 13.128670 | 0.001140 | Long | Closed |
| 11 | 11 | (entries/exits, EVRG) | 256.719787 | 2024-04-08 | 49.436413 | 0.0 | 2024-04-16 | 46.570389 | 0.0 | 735.765057 | 0.057974 | Short | Closed |
| 12 | 12 | (entries/exits, EVRG) | 263.687737 | 2024-04-16 | 46.551064 | 0.0 | 2024-05-07 | 51.139989 | 0.0 | 1210.043314 | 0.098578 | Long | Closed |
| 13 | 13 | (entries/exits, EVRG) | 314.288744 | 2024-05-07 | 51.136629 | 0.0 | 2024-06-07 | 50.571405 | 0.0 | 177.643369 | 0.011053 | Short | Closed |
| 14 | 14 | (entries/exits, EVRG) | 271.239673 | 2024-06-07 | 50.324593 | 0.0 | 2024-06-18 | 50.172538 | 0.0 | -41.243217 | -0.003021 | Long | Closed |
| 15 | 15 | (entries/exits, EVRG) | 284.277936 | 2024-06-18 | 50.173545 | 0.0 | 2024-07-03 | 49.884506 | 0.0 | 82.167450 | 0.005761 | Short | Closed |
| 16 | 16 | (entries/exits, EVRG) | 274.779866 | 2024-07-03 | 49.849529 | 0.0 | 2024-07-12 | 52.310322 | 0.0 | 676.176465 | 0.049364 | Long | Closed |
| 17 | 17 | (entries/exits, EVRG) | 344.703421 | 2024-07-12 | 53.062067 | 0.0 | 2024-10-04 | 57.308237 | 0.0 | -1463.669258 | -0.080023 | Short | Closed |
| 18 | 18 | (entries/exits, EVRG) | 222.758424 | 2024-10-04 | 57.960187 | 0.0 | 2024-10-23 | 59.525975 | 0.0 | 348.792285 | 0.027015 | Long | Closed |
| 19 | 19 | (entries/exits, EVRG) | 239.586104 | 2024-10-23 | 59.425720 | 0.0 | 2024-11-01 | 57.260586 | 0.0 | 518.736137 | 0.036434 | Short | Closed |
| 20 | 20 | (entries/exits, EVRG) | 240.691193 | 2024-11-01 | 57.239707 | 0.0 | 2024-11-08 | 60.054337 | 0.0 | 677.456622 | 0.049173 | Long | Closed |
| 21 | 21 | (entries/exits, EVRG) | 267.625190 | 2024-11-08 | 60.185145 | 0.0 | 2024-12-10 | 60.683075 | 0.0 | -133.258463 | -0.008273 | Short | Closed |
| 22 | 22 | (entries/exits, EVRG) | 236.670552 | 2024-12-10 | 60.538102 | 0.0 | 2025-01-16 | 61.091583 | 0.0 | 130.992819 | 0.009143 | Long | Closed |
| 23 | 23 | (entries/exits, EVRG) | 276.861452 | 2025-01-16 | 61.454109 | 0.0 | 2025-03-06 | 63.838284 | 0.0 | -660.086139 | -0.038796 | Short | Closed |
| 24 | 24 | (entries/exits, EVRG) | 216.335149 | 2025-03-06 | 63.810744 | 0.0 | 2025-03-31 | 67.622017 | 0.0 | 824.512209 | 0.059728 | Long | Closed |
| 25 | 25 | (entries/exits, EVRG) | 237.170113 | 2025-03-31 | 67.399639 | 0.0 | 2025-04-07 | 63.183081 | 0.0 | 1000.041599 | 0.062561 | Short | Closed |
| 26 | 26 | (entries/exits, EVRG) | 247.435632 | 2025-04-07 | 63.121357 | 0.0 | 2025-04-17 | 67.053485 | 0.0 | 972.948515 | 0.062295 | Long | Open |
| 27 | 27 | (entries/exits stock two, PSKY) | 1.838210 | 2023-06-01 | 14.883200 | 0.0 | 2023-07-05 | 15.608055 | 0.0 | -1.332437 | -0.048703 | Short | Closed |
| 28 | 28 | (entries/exits stock two, PSKY) | 1.640341 | 2023-07-05 | 15.615785 | 0.0 | 2023-07-10 | 15.703027 | 0.0 | 0.143108 | 0.005587 | Long | Closed |
| 29 | 29 | (entries/exits stock two, PSKY) | 1.636387 | 2023-07-10 | 15.699359 | 0.0 | 2023-07-12 | 15.995044 | 0.0 | -0.483855 | -0.018834 | Short | Closed |
| 30 | 30 | (entries/exits stock two, PSKY) | 2.184416 | 2023-07-12 | 15.723147 | 0.0 | 2023-08-04 | 15.149344 | 0.0 | -1.253425 | -0.036494 | Long | Closed |
| 31 | 31 | (entries/exits stock two, PSKY) | 3.292996 | 2023-08-04 | 14.083043 | 0.0 | 2023-10-26 | 11.456383 | 0.0 | 8.649583 | 0.186512 | Short | Closed |
| 32 | 32 | (entries/exits stock two, PSKY) | 2.721687 | 2023-10-26 | 10.735009 | 0.0 | 2023-11-13 | 11.776252 | 0.0 | 2.833937 | 0.096995 | Long | Closed |
| 33 | 33 | (entries/exits stock two, PSKY) | 2.598753 | 2023-11-13 | 12.148837 | 0.0 | 2023-12-13 | 15.069085 | 0.0 | -7.589004 | -0.240373 | Short | Closed |
| 34 | 34 | (entries/exits stock two, PSKY) | 2.575166 | 2023-12-13 | 14.916280 | 0.0 | 2024-01-22 | 13.595221 | 0.0 | -3.401946 | -0.088565 | Long | Closed |
| 35 | 35 | (entries/exits stock two, PSKY) | 2.635013 | 2024-01-22 | 13.307769 | 0.0 | 2024-02-15 | 12.429558 | 0.0 | 2.314098 | 0.065992 | Short | Closed |
| 36 | 36 | (entries/exits stock two, PSKY) | 3.479320 | 2024-02-15 | 11.874399 | 0.0 | 2024-04-03 | 12.605955 | 0.0 | 2.545320 | 0.061608 | Long | Closed |
| 37 | 37 | (entries/exits stock two, PSKY) | 2.335509 | 2024-04-03 | 13.088903 | 0.0 | 2024-04-08 | 10.812449 | 0.0 | 5.316677 | 0.173922 | Short | Closed |
| 38 | 38 | (entries/exits stock two, PSKY) | 2.890450 | 2024-04-08 | 10.772306 | 0.0 | 2024-04-16 | 10.246668 | 0.0 | -1.519331 | -0.048795 | Long | Closed |
| 39 | 39 | (entries/exits stock two, PSKY) | 3.448733 | 2024-04-16 | 10.481031 | 0.0 | 2024-05-07 | 12.573720 | 0.0 | -7.217128 | -0.199664 | Short | Closed |
| 40 | 40 | (entries/exits stock two, PSKY) | 3.380992 | 2024-05-07 | 12.403602 | 0.0 | 2024-06-07 | 11.821731 | 0.0 | -1.967301 | -0.046911 | Long | Closed |
| 41 | 41 | (entries/exits stock two, PSKY) | 3.395622 | 2024-06-07 | 11.490034 | 0.0 | 2024-06-18 | 9.454391 | 0.0 | 6.912273 | 0.177166 | Short | Closed |
| 42 | 42 | (entries/exits stock two, PSKY) | 3.683262 | 2024-06-18 | 9.470904 | 0.0 | 2024-07-03 | 11.085786 | 0.0 | 5.948030 | 0.170510 | Long | Closed |
| 43 | 43 | (entries/exits stock two, PSKY) | 3.124612 | 2024-07-03 | 11.248066 | 0.0 | 2024-07-12 | 11.362524 | 0.0 | -0.357636 | -0.010176 | Short | Closed |
| 44 | 44 | (entries/exits stock two, PSKY) | 4.407455 | 2024-07-12 | 11.063555 | 0.0 | 2024-10-04 | 10.505044 | 0.0 | -2.461616 | -0.050482 | Long | Closed |
| 45 | 45 | (entries/exits stock two, PSKY) | 3.200550 | 2024-10-04 | 10.373993 | 0.0 | 2024-10-23 | 10.182835 | 0.0 | 0.611812 | 0.018427 | Short | Closed |
| 46 | 46 | (entries/exits stock two, PSKY) | 3.235796 | 2024-10-23 | 10.178526 | 0.0 | 2024-11-01 | 10.821134 | 0.0 | 2.079348 | 0.063134 | Long | Closed |
| 47 | 47 | (entries/exits stock two, PSKY) | 3.089823 | 2024-11-01 | 10.837174 | 0.0 | 2024-11-08 | 10.938450 | 0.0 | -0.312925 | -0.009345 | Short | Closed |
| 48 | 48 | (entries/exits stock two, PSKY) | 3.805280 | 2024-11-08 | 10.878884 | 0.0 | 2024-12-10 | 11.040161 | 0.0 | 0.613706 | 0.014825 | Long | Closed |
| 49 | 49 | (entries/exits stock two, PSKY) | 3.706753 | 2024-12-10 | 10.980231 | 0.0 | 2025-01-16 | 10.169506 | 0.0 | 3.005159 | 0.073835 | Short | Closed |
| 50 | 50 | (entries/exits stock two, PSKY) | 3.813316 | 2025-01-16 | 10.158801 | 0.0 | 2025-03-06 | 11.471726 | 0.0 | 5.006597 | 0.129240 | Long | Closed |
| 51 | 51 | (entries/exits stock two, PSKY) | 3.209839 | 2025-03-06 | 11.644136 | 0.0 | 2025-03-31 | 11.904641 | 0.0 | -0.836179 | -0.022372 | Short | Closed |
| 52 | 52 | (entries/exits stock two, PSKY) | 3.364233 | 2025-03-31 | 11.823241 | 0.0 | 2025-04-07 | 10.832997 | 0.0 | -3.331410 | -0.083754 | Long | Closed |
| 53 | 53 | (entries/exits stock two, PSKY) | 3.839520 | 2025-04-07 | 10.802032 | 0.0 | 2025-04-17 | 10.899402 | 0.0 | -0.373854 | -0.009014 | Short | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 18035.325149 |
| Total Return [%] | 80.353251 |
| Max Gross Exposure [%] | 138.440169 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 13.268625 |
| Max Drawdown Duration | 127 days 00:00:00 |
| Profit Factor | 2.599794 |
| Expectancy | 15.557522 |
| Sharpe Ratio | 2.488408 |
| Calmar Ratio | 4.253867 |
| Omega Ratio | 1.412236 |
| Sortino Ratio | 4.12377 |
| Skew | 0.383539 |
| Kurtosis | 1.520382 |
| Tail Ratio | 1.200963 |
| Common Sense Ratio | 1.878822 |
| Value at Risk | -0.014101 |
| Alpha | 0.585743 |
| Beta | 0.010881 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, EVRG) | 207.301909 | 2023-10-26 | 45.043132 | 0.0 | 2023-11-13 | 44.141076 | 0.0 | 186.997912 | 0.020026 | Short | Closed |
| 1 | 1 | (entries/exits, EVRG) | 205.619167 | 2023-11-13 | 44.086743 | 0.0 | 2023-12-13 | 49.275589 | 0.0 | 1066.926170 | 0.117696 | Long | Closed |
| 2 | 2 | (entries/exits, EVRG) | 235.256055 | 2023-12-13 | 49.193308 | 0.0 | 2024-01-22 | 46.632413 | 0.0 | 602.466027 | 0.052058 | Short | Closed |
| 3 | 3 | (entries/exits, EVRG) | 217.792694 | 2024-01-22 | 46.235943 | 0.0 | 2024-02-15 | 46.332079 | 0.0 | 20.937797 | 0.002079 | Long | Closed |
| 4 | 4 | (entries/exits, EVRG) | 248.676743 | 2024-02-15 | 46.470195 | 0.0 | 2024-04-03 | 49.099397 | 0.0 | -653.821462 | -0.056578 | Short | Closed |
| 5 | 5 | (entries/exits, EVRG) | 192.679937 | 2024-04-03 | 49.513300 | 0.0 | 2024-04-08 | 49.573936 | 0.0 | 11.683378 | 0.001225 | Long | Closed |
| 6 | 6 | (entries/exits, EVRG) | 213.004465 | 2024-04-08 | 49.447883 | 0.0 | 2024-04-16 | 46.572489 | 0.0 | 612.471659 | 0.058150 | Short | Closed |
| 7 | 7 | (entries/exits, EVRG) | 223.258032 | 2024-04-16 | 46.638617 | 0.0 | 2024-05-07 | 50.992946 | 0.0 | 972.139021 | 0.093363 | Long | Closed |
| 8 | 8 | (entries/exits, EVRG) | 241.902269 | 2024-05-07 | 51.143143 | 0.0 | 2024-06-07 | 50.564136 | 0.0 | 140.062956 | 0.011321 | Short | Closed |
| 9 | 9 | (entries/exits, EVRG) | 216.254042 | 2024-06-07 | 50.325680 | 0.0 | 2024-06-18 | 50.172725 | 0.0 | -33.077137 | -0.003039 | Long | Closed |
| 10 | 10 | (entries/exits, EVRG) | 227.775820 | 2024-06-18 | 50.173926 | 0.0 | 2024-07-03 | 49.875894 | 0.0 | 67.884564 | 0.005940 | Short | Closed |
| 11 | 11 | (entries/exits, EVRG) | 225.752503 | 2024-07-03 | 49.853902 | 0.0 | 2024-07-12 | 52.295367 | 0.0 | 551.166693 | 0.048972 | Long | Closed |
| 12 | 12 | (entries/exits, EVRG) | 273.472804 | 2024-07-12 | 52.986122 | 0.0 | 2024-10-04 | 57.337110 | 0.0 | -1189.876825 | -0.082116 | Short | Closed |
| 13 | 13 | (entries/exits, EVRG) | 183.946561 | 2024-10-04 | 57.956785 | 0.0 | 2024-10-23 | 59.511573 | 0.0 | 285.997854 | 0.026827 | Long | Closed |
| 14 | 14 | (entries/exits, EVRG) | 194.409105 | 2024-10-23 | 59.432107 | 0.0 | 2024-11-01 | 57.251793 | 0.0 | 423.872839 | 0.036686 | Short | Closed |
| 15 | 15 | (entries/exits, EVRG) | 197.256680 | 2024-11-01 | 57.239899 | 0.0 | 2024-11-08 | 60.037784 | 0.0 | 551.901431 | 0.048880 | Long | Closed |
| 16 | 16 | (entries/exits, EVRG) | 216.295002 | 2024-11-08 | 60.176605 | 0.0 | 2024-12-10 | 60.669919 | 0.0 | -106.701431 | -0.008198 | Short | Closed |
| 17 | 17 | (entries/exits, EVRG) | 199.277814 | 2024-12-10 | 60.499512 | 0.0 | 2025-01-16 | 61.060613 | 0.0 | 111.814983 | 0.009274 | Long | Closed |
| 18 | 18 | (entries/exits, EVRG) | 227.884430 | 2025-01-16 | 61.463564 | 0.0 | 2025-03-06 | 63.864606 | 0.0 | -547.160074 | -0.039064 | Short | Closed |
| 19 | 19 | (entries/exits, EVRG) | 187.044760 | 2025-03-06 | 63.836055 | 0.0 | 2025-03-31 | 67.576000 | 0.0 | 699.537271 | 0.058587 | Long | Closed |
| 20 | 20 | (entries/exits, EVRG) | 195.661997 | 2025-03-31 | 67.426146 | 0.0 | 2025-04-07 | 63.181576 | 0.0 | 830.501087 | 0.062951 | Short | Closed |
| 21 | 21 | (entries/exits, EVRG) | 206.356341 | 2025-04-07 | 63.163194 | 0.0 | 2025-05-05 | 68.055082 | 0.0 | 1009.472146 | 0.077448 | Long | Closed |
| 22 | 22 | (entries/exits, EVRG) | 201.126936 | 2025-05-05 | 68.121146 | 0.0 | 2025-05-08 | 65.307370 | 0.0 | 565.926042 | 0.041305 | Short | Closed |
| 23 | 23 | (entries/exits, EVRG) | 220.332115 | 2025-05-08 | 65.261916 | 0.0 | 2025-06-09 | 66.673009 | 0.0 | 310.909208 | 0.021622 | Long | Closed |
| 24 | 24 | (entries/exits, EVRG) | 245.354058 | 2025-06-09 | 66.806213 | 0.0 | 2025-07-15 | 67.259761 | 0.0 | -111.279975 | -0.006789 | Short | Closed |
| 25 | 25 | (entries/exits, EVRG) | 216.380879 | 2025-07-15 | 67.113048 | 0.0 | 2025-07-31 | 70.128148 | 0.0 | 652.409950 | 0.044926 | Long | Closed |
| 26 | 26 | (entries/exits, EVRG) | 239.629340 | 2025-07-31 | 70.340421 | 0.0 | 2025-08-25 | 71.699649 | 0.0 | -325.710913 | -0.019324 | Short | Closed |
| 27 | 27 | (entries/exits, EVRG) | 219.801270 | 2025-08-25 | 71.651327 | 0.0 | 2025-09-11 | 72.290776 | 0.0 | 140.551726 | 0.008924 | Long | Open |
| 28 | 28 | (entries/exits stock two, PSKY) | 164.706201 | 2023-10-26 | 10.719915 | 0.0 | 2023-11-13 | 11.762177 | 0.0 | 171.666995 | 0.097227 | Long | Closed |
| 29 | 29 | (entries/exits stock two, PSKY) | 163.749874 | 2023-11-13 | 12.161544 | 0.0 | 2023-12-13 | 15.011314 | 0.0 | -466.649569 | -0.234326 | Short | Closed |
| 30 | 30 | (entries/exits stock two, PSKY) | 145.052314 | 2023-12-13 | 14.958721 | 0.0 | 2024-01-22 | 13.572218 | 0.0 | -201.115482 | -0.092689 | Long | Closed |
| 31 | 31 | (entries/exits stock two, PSKY) | 155.473847 | 2024-01-22 | 13.294648 | 0.0 | 2024-02-15 | 12.451344 | 0.0 | 131.111682 | 0.063432 | Short | Closed |
| 32 | 32 | (entries/exits stock two, PSKY) | 192.635042 | 2024-02-15 | 11.917945 | 0.0 | 2024-04-03 | 12.678583 | 0.0 | 146.525685 | 0.063823 | Long | Closed |
| 33 | 33 | (entries/exits stock two, PSKY) | 141.718216 | 2024-04-03 | 13.067973 | 0.0 | 2024-04-08 | 10.812449 | 0.0 | 319.648792 | 0.172599 | Short | Closed |
| 34 | 34 | (entries/exits stock two, PSKY) | 174.009079 | 2024-04-08 | 10.777654 | 0.0 | 2024-04-16 | 10.239584 | 0.0 | -93.629165 | -0.049925 | Long | Closed |
| 35 | 35 | (entries/exits stock two, PSKY) | 211.002189 | 2024-04-16 | 10.498575 | 0.0 | 2024-05-07 | 12.551826 | 0.0 | -433.240506 | -0.195574 | Short | Closed |
| 36 | 36 | (entries/exits stock two, PSKY) | 186.927330 | 2024-05-07 | 12.426995 | 0.0 | 2024-06-07 | 11.812209 | 0.0 | -114.920293 | -0.049472 | Long | Closed |
| 37 | 37 | (entries/exits stock two, PSKY) | 198.320146 | 2024-06-07 | 11.454457 | 0.0 | 2024-06-18 | 9.454937 | 0.0 | 396.545159 | 0.174563 | Short | Closed |
| 38 | 38 | (entries/exits stock two, PSKY) | 213.782116 | 2024-06-18 | 9.467058 | 0.0 | 2024-07-03 | 11.109274 | 0.0 | 351.076378 | 0.173466 | Long | Closed |
| 39 | 39 | (entries/exits stock two, PSKY) | 188.484523 | 2024-07-03 | 11.245432 | 0.0 | 2024-07-12 | 11.364001 | 0.0 | -22.348476 | -0.010544 | Short | Closed |
| 40 | 40 | (entries/exits stock two, PSKY) | 250.745075 | 2024-07-12 | 11.093864 | 0.0 | 2024-10-04 | 10.492225 | 0.0 | -150.858053 | -0.054232 | Long | Closed |
| 41 | 41 | (entries/exits stock two, PSKY) | 192.329368 | 2024-10-04 | 10.372707 | 0.0 | 2024-10-23 | 10.183374 | 0.0 | 36.414470 | 0.018253 | Short | Closed |
| 42 | 42 | (entries/exits stock two, PSKY) | 192.378574 | 2024-10-23 | 10.178332 | 0.0 | 2024-11-01 | 10.823662 | 0.0 | 124.147488 | 0.063402 | Long | Closed |
| 43 | 43 | (entries/exits stock two, PSKY) | 185.377374 | 2024-11-01 | 10.836975 | 0.0 | 2024-11-08 | 10.940828 | 0.0 | -19.252051 | -0.009583 | Short | Closed |
| 44 | 44 | (entries/exits stock two, PSKY) | 220.926899 | 2024-11-08 | 10.884913 | 0.0 | 2024-12-10 | 11.042202 | 0.0 | 34.749542 | 0.014450 | Long | Closed |
| 45 | 45 | (entries/exits stock two, PSKY) | 225.887526 | 2024-12-10 | 10.972707 | 0.0 | 2025-01-16 | 10.176364 | 0.0 | 179.883982 | 0.072575 | Short | Closed |
| 46 | 46 | (entries/exits stock two, PSKY) | 227.504235 | 2025-01-16 | 10.149050 | 0.0 | 2025-03-06 | 11.495712 | 0.0 | 306.371293 | 0.132688 | Long | Closed |
| 47 | 47 | (entries/exits stock two, PSKY) | 200.698437 | 2025-03-06 | 11.643334 | 0.0 | 2025-03-31 | 11.904844 | 0.0 | -52.484556 | -0.022460 | Short | Closed |
| 48 | 48 | (entries/exits stock two, PSKY) | 202.884198 | 2025-03-31 | 11.834861 | 0.0 | 2025-04-07 | 10.830509 | 0.0 | -203.767062 | -0.084864 | Long | Closed |
| 49 | 49 | (entries/exits stock two, PSKY) | 243.037496 | 2025-04-07 | 10.832542 | 0.0 | 2025-05-05 | 11.207706 | 0.0 | -91.179035 | -0.034633 | Short | Closed |
| 50 | 50 | (entries/exits stock two, PSKY) | 212.800962 | 2025-05-05 | 11.202691 | 0.0 | 2025-05-08 | 11.626951 | 0.0 | 90.283020 | 0.037871 | Long | Closed |
| 51 | 51 | (entries/exits stock two, PSKY) | 231.243628 | 2025-05-08 | 11.643117 | 0.0 | 2025-06-09 | 11.944927 | 0.0 | -69.791757 | -0.025922 | Short | Closed |
| 52 | 52 | (entries/exits stock two, PSKY) | 231.942679 | 2025-06-09 | 11.993212 | 0.0 | 2025-07-15 | 12.904845 | 0.0 | 211.446604 | 0.076012 | Long | Closed |
| 53 | 53 | (entries/exits stock two, PSKY) | 202.093120 | 2025-07-15 | 12.962572 | 0.0 | 2025-07-31 | 12.587840 | 0.0 | 75.730684 | 0.028909 | Short | Closed |
| 54 | 54 | (entries/exits stock two, PSKY) | 287.560496 | 2025-07-31 | 12.346476 | 0.0 | 2025-08-25 | 15.191941 | 0.0 | 818.243201 | 0.230468 | Long | Closed |
| 55 | 55 | (entries/exits stock two, PSKY) | 197.621072 | 2025-08-25 | 15.805453 | 0.0 | 2025-09-11 | 17.259178 | 0.0 | -287.286715 | -0.091976 | Short | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 17476.69605 |
| Total Return [%] | 74.766961 |
| Max Gross Exposure [%] | 119.690534 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 8.319024 |
| Max Drawdown Duration | 101 days 00:00:00 |
| Profit Factor | 3.706029 |
| Expectancy | 14.029454 |
| Sharpe Ratio | 2.294752 |
| Calmar Ratio | 6.341125 |
| Omega Ratio | 1.398196 |
| Sortino Ratio | 3.731782 |
| Skew | 0.476495 |
| Kurtosis | 3.478653 |
| Tail Ratio | 1.139728 |
| Common Sense Ratio | 1.740956 |
| Value at Risk | -0.014433 |
| Alpha | 0.527166 |
| Beta | 0.052987 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, EXPD) | 82.207149 | 2022-12-27 | 103.058972 | 0.0 | 2023-01-10 | 105.140457 | 0.0 | -171.112965 | -0.020197 | Short | Closed |
| 1 | 1 | (entries/exits, EXPD) | 77.906424 | 2023-01-10 | 105.324186 | 0.0 | 2023-02-08 | 109.500141 | 0.0 | 325.333788 | 0.039649 | Long | Closed |
| 2 | 2 | (entries/exits, EXPD) | 99.181851 | 2023-02-08 | 108.040215 | 0.0 | 2023-03-21 | 103.246481 | 0.0 | 475.451403 | 0.044370 | Short | Closed |
| 3 | 3 | (entries/exits, EXPD) | 85.326154 | 2023-03-21 | 102.789154 | 0.0 | 2023-05-03 | 113.792215 | 0.0 | 938.848885 | 0.107045 | Long | Closed |
| 4 | 4 | (entries/exits, EXPD) | 90.215024 | 2023-05-03 | 113.809329 | 0.0 | 2023-05-22 | 110.948561 | 0.0 | 258.084256 | 0.025136 | Short | Closed |
| 5 | 5 | (entries/exits, EXPD) | 88.972747 | 2023-05-22 | 111.012362 | 0.0 | 2023-07-11 | 119.556327 | 0.0 | 760.180032 | 0.076964 | Long | Closed |
| 6 | 6 | (entries/exits, EXPD) | 83.576036 | 2023-07-11 | 119.956138 | 0.0 | 2023-07-13 | 118.796814 | 0.0 | 96.891708 | 0.009665 | Short | Closed |
| 7 | 7 | (entries/exits, EXPD) | 85.696913 | 2023-07-13 | 118.832407 | 0.0 | 2023-08-02 | 121.390437 | 0.0 | 219.215338 | 0.021526 | Long | Closed |
| 8 | 8 | (entries/exits, EXPD) | 105.061365 | 2023-08-02 | 120.053084 | 0.0 | 2023-09-01 | 113.650197 | 0.0 | 672.696054 | 0.053334 | Short | Closed |
| 9 | 9 | (entries/exits, EXPD) | 97.144726 | 2023-09-01 | 113.521570 | 0.0 | 2023-09-21 | 110.302120 | 0.0 | -312.752598 | -0.028360 | Long | Closed |
| 10 | 10 | (entries/exits, EXPD) | 121.493000 | 2023-09-21 | 110.265231 | 0.0 | 2023-11-02 | 110.547223 | 0.0 | -34.260128 | -0.002557 | Short | Closed |
| 11 | 11 | (entries/exits, EXPD) | 98.829926 | 2023-11-02 | 110.256230 | 0.0 | 2024-01-03 | 124.351660 | 0.0 | 1393.050310 | 0.127842 | Long | Closed |
| 12 | 12 | (entries/exits, EXPD) | 103.825009 | 2024-01-03 | 124.673847 | 0.0 | 2024-01-29 | 125.744248 | 0.0 | -111.134434 | -0.008586 | Short | Closed |
| 13 | 13 | (entries/exits, EXPD) | 92.592091 | 2024-01-29 | 125.760990 | 0.0 | 2024-02-13 | 122.943752 | 0.0 | -260.853963 | -0.022402 | Long | Closed |
| 14 | 14 | (entries/exits, EXPD) | 122.428662 | 2024-02-13 | 121.155969 | 0.0 | 2024-03-19 | 115.860899 | 0.0 | 648.268377 | 0.043705 | Short | Closed |
| 15 | 15 | (entries/exits, EXPD) | 107.091310 | 2024-03-19 | 115.503254 | 0.0 | 2024-04-11 | 116.569649 | 0.0 | 114.201571 | 0.009233 | Long | Closed |
| 16 | 16 | (entries/exits, EXPD) | 118.964662 | 2024-04-11 | 115.945334 | 0.0 | 2024-05-06 | 113.340839 | 0.0 | 309.842776 | 0.022463 | Short | Closed |
| 17 | 17 | (entries/exits, EXPD) | 111.320080 | 2024-05-06 | 113.540362 | 0.0 | 2024-06-10 | 124.892578 | 0.0 | 1263.729637 | 0.099984 | Long | Closed |
| 18 | 18 | (entries/exits, EXPD) | 112.972694 | 2024-06-10 | 125.037215 | 0.0 | 2024-06-18 | 122.940910 | 0.0 | 236.825170 | 0.016765 | Short | Closed |
| 19 | 19 | (entries/exits, EXPD) | 120.202141 | 2024-06-18 | 122.700341 | 0.0 | 2024-09-23 | 123.610745 | 0.0 | 109.432517 | 0.007420 | Long | Closed |
| 20 | 20 | (entries/exits, EXPD) | 127.800602 | 2024-09-23 | 123.690114 | 0.0 | 2024-10-15 | 120.453120 | 0.0 | 413.689864 | 0.026170 | Short | Closed |
| 21 | 21 | (entries/exits, EXPD) | 116.336966 | 2024-10-15 | 119.778091 | 0.0 | 2024-10-31 | 117.478025 | 0.0 | -267.582682 | -0.019203 | Long | Closed |
| 22 | 22 | (entries/exits, EXPD) | 128.523632 | 2024-10-31 | 117.476607 | 0.0 | 2024-11-20 | 117.546419 | 0.0 | -8.972464 | -0.000594 | Short | Open |
| 23 | 23 | (entries/exits stock two, MCO) | 8.332457 | 2022-12-27 | 270.019924 | 0.0 | 2023-01-10 | 289.096613 | 0.0 | 158.955677 | 0.070649 | Long | Closed |
| 24 | 24 | (entries/exits stock two, MCO) | 7.918303 | 2023-01-10 | 292.615542 | 0.0 | 2023-02-08 | 305.291113 | 0.0 | -100.369022 | -0.043318 | Short | Closed |
| 25 | 25 | (entries/exits stock two, MCO) | 9.068848 | 2023-02-08 | 300.994684 | 0.0 | 2023-03-21 | 291.155600 | 0.0 | -89.229161 | -0.032689 | Long | Closed |
| 26 | 26 | (entries/exits stock two, MCO) | 8.888746 | 2023-03-21 | 291.705242 | 0.0 | 2023-05-03 | 294.455465 | 0.0 | -24.446038 | -0.009428 | Short | Closed |
| 27 | 27 | (entries/exits stock two, MCO) | 8.598903 | 2023-05-03 | 294.452334 | 0.0 | 2023-05-22 | 314.844689 | 0.0 | 175.351888 | 0.069255 | Long | Closed |
| 28 | 28 | (entries/exits stock two, MCO) | 9.129509 | 2023-05-22 | 316.679294 | 0.0 | 2023-07-11 | 331.939558 | 0.0 | -139.318721 | -0.048188 | Short | Closed |
| 29 | 29 | (entries/exits stock two, MCO) | 7.866899 | 2023-07-11 | 333.208374 | 0.0 | 2023-07-13 | 344.203238 | 0.0 | 86.495482 | 0.032997 | Long | Closed |
| 30 | 30 | (entries/exits stock two, MCO) | 8.210244 | 2023-07-13 | 344.541382 | 0.0 | 2023-08-02 | 338.077839 | 0.0 | 53.067269 | 0.018760 | Short | Closed |
| 31 | 31 | (entries/exits stock two, MCO) | 9.462158 | 2023-08-02 | 336.205616 | 0.0 | 2023-09-01 | 333.704336 | 0.0 | -23.667507 | -0.007440 | Long | Closed |
| 32 | 32 | (entries/exits stock two, MCO) | 8.972762 | 2023-09-01 | 334.104568 | 0.0 | 2023-09-21 | 320.167670 | 0.0 | 125.052460 | 0.041714 | Short | Closed |
| 33 | 33 | (entries/exits stock two, MCO) | 10.917948 | 2023-09-21 | 316.726523 | 0.0 | 2023-11-02 | 320.240154 | 0.0 | 38.361647 | 0.011094 | Long | Closed |
| 34 | 34 | (entries/exits stock two, MCO) | 9.736205 | 2023-11-02 | 326.661421 | 0.0 | 2024-01-03 | 367.762665 | 0.0 | -400.170146 | -0.125822 | Short | Closed |
| 35 | 35 | (entries/exits stock two, MCO) | 8.594961 | 2024-01-03 | 370.343328 | 0.0 | 2024-01-29 | 385.279286 | 0.0 | 128.373986 | 0.040330 | Long | Closed |
| 36 | 36 | (entries/exits stock two, MCO) | 8.237227 | 2024-01-29 | 386.354984 | 0.0 | 2024-02-13 | 367.091423 | 0.0 | 158.678317 | 0.049860 | Short | Closed |
| 37 | 37 | (entries/exits stock two, MCO) | 9.611689 | 2024-02-13 | 365.772131 | 0.0 | 2024-03-19 | 382.278473 | 0.0 | 158.653825 | 0.045127 | Long | Closed |
| 38 | 38 | (entries/exits stock two, MCO) | 8.955190 | 2024-03-19 | 382.987208 | 0.0 | 2024-04-11 | 379.783818 | 0.0 | 28.686965 | 0.008364 | Short | Closed |
| 39 | 39 | (entries/exits stock two, MCO) | 9.230364 | 2024-04-11 | 378.399364 | 0.0 | 2024-05-06 | 382.753649 | 0.0 | 40.191631 | 0.011507 | Long | Closed |
| 40 | 40 | (entries/exits stock two, MCO) | 9.701907 | 2024-05-06 | 385.225139 | 0.0 | 2024-06-10 | 398.414510 | 0.0 | -127.962050 | -0.034238 | Short | Closed |
| 41 | 41 | (entries/exits stock two, MCO) | 9.096603 | 2024-06-10 | 398.330334 | 0.0 | 2024-06-18 | 415.976293 | 0.0 | 160.518289 | 0.044300 | Long | Closed |
| 42 | 42 | (entries/exits stock two, MCO) | 10.988297 | 2024-06-18 | 422.474425 | 0.0 | 2024-09-23 | 466.256445 | 0.0 | -481.089835 | -0.103632 | Short | Closed |
| 43 | 43 | (entries/exits stock two, MCO) | 8.281247 | 2024-09-23 | 474.223783 | 0.0 | 2024-10-15 | 482.435117 | 0.0 | 68.000091 | 0.017315 | Long | Closed |
| 44 | 44 | (entries/exits stock two, MCO) | 8.107872 | 2024-10-15 | 482.103541 | 0.0 | 2024-10-31 | 451.261316 | 0.0 | 250.064810 | 0.063974 | Short | Closed |
| 45 | 45 | (entries/exits stock two, MCO) | 8.568667 | 2024-10-31 | 451.663871 | 0.0 | 2024-11-20 | 470.736119 | 0.0 | 163.423742 | 0.042227 | Long | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 15061.212635 |
| Total Return [%] | 50.612126 |
| Max Gross Exposure [%] | 123.902082 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 9.104498 |
| Max Drawdown Duration | 101 days 00:00:00 |
| Profit Factor | 2.417556 |
| Expectancy | 8.61282 |
| Sharpe Ratio | 1.643749 |
| Calmar Ratio | 4.003272 |
| Omega Ratio | 1.276183 |
| Sortino Ratio | 2.617068 |
| Skew | 0.592371 |
| Kurtosis | 5.296937 |
| Tail Ratio | 1.147013 |
| Common Sense Ratio | 1.565073 |
| Value at Risk | -0.014827 |
| Alpha | 0.442081 |
| Beta | -0.160417 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, EXPD) | 76.323476 | 2023-05-22 | 111.007245 | 0.0 | 2023-07-11 | 119.599739 | 0.0 | 655.809002 | 0.077405 | Long | Closed |
| 1 | 1 | (entries/exits, EXPD) | 72.220638 | 2023-07-11 | 119.956241 | 0.0 | 2023-07-13 | 118.796814 | 0.0 | 83.734572 | 0.009665 | Short | Closed |
| 2 | 2 | (entries/exits, EXPD) | 73.978605 | 2023-07-13 | 118.828470 | 0.0 | 2023-08-02 | 121.390604 | 0.0 | 189.543120 | 0.021562 | Long | Closed |
| 3 | 3 | (entries/exits, EXPD) | 91.104681 | 2023-08-02 | 120.031749 | 0.0 | 2023-09-01 | 113.649812 | 0.0 | 581.424371 | 0.053169 | Short | Closed |
| 4 | 4 | (entries/exits, EXPD) | 83.910399 | 2023-09-01 | 113.522361 | 0.0 | 2023-09-21 | 110.295351 | 0.0 | -270.779695 | -0.028426 | Long | Closed |
| 5 | 5 | (entries/exits, EXPD) | 105.528287 | 2023-09-21 | 110.266782 | 0.0 | 2023-11-02 | 110.551957 | 0.0 | -30.094042 | -0.002586 | Short | Closed |
| 6 | 6 | (entries/exits, EXPD) | 85.194005 | 2023-11-02 | 110.235180 | 0.0 | 2024-01-03 | 124.410599 | 0.0 | 1207.660710 | 0.128593 | Long | Closed |
| 7 | 7 | (entries/exits, EXPD) | 90.350453 | 2024-01-03 | 124.670593 | 0.0 | 2024-01-29 | 125.742463 | 0.0 | -96.844001 | -0.008598 | Short | Closed |
| 8 | 8 | (entries/exits, EXPD) | 80.245540 | 2024-01-29 | 125.763788 | 0.0 | 2024-02-13 | 122.940131 | 0.0 | -226.585848 | -0.022452 | Long | Closed |
| 9 | 9 | (entries/exits, EXPD) | 106.452138 | 2024-02-13 | 121.137154 | 0.0 | 2024-03-19 | 115.867921 | 0.0 | 560.921211 | 0.043498 | Short | Closed |
| 10 | 10 | (entries/exits, EXPD) | 92.523317 | 2024-03-19 | 115.499996 | 0.0 | 2024-04-11 | 116.565648 | 0.0 | 98.597708 | 0.009226 | Long | Closed |
| 11 | 11 | (entries/exits, EXPD) | 103.309041 | 2024-04-11 | 115.937977 | 0.0 | 2024-05-06 | 113.339000 | 0.0 | 268.497814 | 0.022417 | Short | Closed |
| 12 | 12 | (entries/exits, EXPD) | 96.319973 | 2024-05-06 | 113.532903 | 0.0 | 2024-06-10 | 124.925065 | 0.0 | 1097.292743 | 0.100342 | Long | Closed |
| 13 | 13 | (entries/exits, EXPD) | 98.333720 | 2024-06-10 | 125.034852 | 0.0 | 2024-06-18 | 122.941160 | 0.0 | 205.880482 | 0.016745 | Short | Closed |
| 14 | 14 | (entries/exits, EXPD) | 103.567347 | 2024-06-18 | 122.724894 | 0.0 | 2024-09-23 | 123.641357 | 0.0 | 94.915601 | 0.007468 | Long | Closed |
| 15 | 15 | (entries/exits, EXPD) | 111.750689 | 2024-09-23 | 123.686292 | 0.0 | 2024-10-15 | 120.460113 | 0.0 | 360.527761 | 0.026084 | Short | Closed |
| 16 | 16 | (entries/exits, EXPD) | 101.298756 | 2024-10-15 | 119.780299 | 0.0 | 2024-10-31 | 117.478011 | 0.0 | -233.218874 | -0.019221 | Long | Closed |
| 17 | 17 | (entries/exits, EXPD) | 111.995877 | 2024-10-31 | 117.476259 | 0.0 | 2024-11-25 | 120.627143 | 0.0 | -352.886033 | -0.026821 | Short | Closed |
| 18 | 18 | (entries/exits, EXPD) | 99.658829 | 2024-11-25 | 120.768508 | 0.0 | 2024-12-18 | 113.580795 | 0.0 | -716.319064 | -0.059516 | Long | Closed |
| 19 | 19 | (entries/exits, EXPD) | 116.619079 | 2024-12-18 | 113.001630 | 0.0 | 2025-01-21 | 111.863577 | 0.0 | 132.718729 | 0.010071 | Short | Closed |
| 20 | 20 | (entries/exits, EXPD) | 106.042928 | 2025-01-21 | 111.999784 | 0.0 | 2025-02-27 | 116.146888 | 0.0 | 439.771105 | 0.037028 | Long | Closed |
| 21 | 21 | (entries/exits, EXPD) | 164.464508 | 2025-02-27 | 113.971988 | 0.0 | 2025-04-17 | 108.848673 | 0.0 | 842.603398 | 0.044952 | Short | Open |
| 22 | 22 | (entries/exits stock two, MCO) | 6.790335 | 2023-05-22 | 316.695904 | 0.0 | 2023-07-11 | 331.928479 | 0.0 | -103.434279 | -0.048098 | Short | Closed |
| 23 | 23 | (entries/exits stock two, MCO) | 5.861223 | 2023-07-11 | 333.208374 | 0.0 | 2023-07-13 | 344.201621 | 0.0 | 64.433873 | 0.032992 | Long | Closed |
| 24 | 24 | (entries/exits stock two, MCO) | 6.113882 | 2023-07-13 | 344.543758 | 0.0 | 2023-08-02 | 338.064153 | 0.0 | 39.615540 | 0.018806 | Short | Closed |
| 25 | 25 | (entries/exits stock two, MCO) | 7.079058 | 2023-08-02 | 336.170062 | 0.0 | 2023-09-01 | 333.694850 | 0.0 | -17.522171 | -0.007363 | Long | Closed |
| 26 | 26 | (entries/exits stock two, MCO) | 6.687694 | 2023-09-01 | 334.103815 | 0.0 | 2023-09-21 | 320.155313 | 0.0 | 93.283307 | 0.041749 | Short | Closed |
| 27 | 27 | (entries/exits stock two, MCO) | 8.176619 | 2023-09-21 | 316.666036 | 0.0 | 2023-11-02 | 320.202457 | 0.0 | 28.915970 | 0.011168 | Long | Closed |
| 28 | 28 | (entries/exits stock two, MCO) | 7.268691 | 2023-11-02 | 326.744630 | 0.0 | 2024-01-03 | 367.788509 | 0.0 | -298.335295 | -0.125615 | Short | Closed |
| 29 | 29 | (entries/exits stock two, MCO) | 6.447371 | 2024-01-03 | 370.347684 | 0.0 | 2024-01-29 | 385.258642 | 0.0 | 96.136484 | 0.040262 | Long | Closed |
| 30 | 30 | (entries/exits stock two, MCO) | 6.156449 | 2024-01-29 | 386.349913 | 0.0 | 2024-02-13 | 367.050557 | 0.0 | 118.815498 | 0.049953 | Short | Closed |
| 31 | 31 | (entries/exits stock two, MCO) | 7.207579 | 2024-02-13 | 365.809904 | 0.0 | 2024-03-19 | 382.263402 | 0.0 | 118.589895 | 0.044978 | Long | Closed |
| 32 | 32 | (entries/exits stock two, MCO) | 6.687357 | 2024-03-19 | 383.000115 | 0.0 | 2024-04-11 | 379.778449 | 0.0 | 21.544428 | 0.008412 | Short | Closed |
| 33 | 33 | (entries/exits stock two, MCO) | 6.911069 | 2024-04-11 | 378.375659 | 0.0 | 2024-05-06 | 382.736492 | 0.0 | 30.138016 | 0.011525 | Long | Closed |
| 34 | 34 | (entries/exits stock two, MCO) | 7.249082 | 2024-05-06 | 385.228820 | 0.0 | 2024-06-10 | 398.407559 | 0.0 | -95.533750 | -0.034210 | Short | Closed |
| 35 | 35 | (entries/exits stock two, MCO) | 6.823248 | 2024-06-10 | 398.334806 | 0.0 | 2024-06-18 | 415.969010 | 0.0 | 120.322547 | 0.044270 | Long | Closed |
| 36 | 36 | (entries/exits stock two, MCO) | 8.231543 | 2024-06-18 | 422.518034 | 0.0 | 2024-09-23 | 466.282047 | 0.0 | -360.245344 | -0.103579 | Short | Closed |
| 37 | 37 | (entries/exits stock two, MCO) | 6.243036 | 2024-09-23 | 474.190089 | 0.0 | 2024-10-15 | 482.403322 | 0.0 | 51.275511 | 0.017321 | Long | Closed |
| 38 | 38 | (entries/exits stock two, MCO) | 6.083394 | 2024-10-15 | 482.131404 | 0.0 | 2024-10-31 | 451.256500 | 0.0 | 187.824191 | 0.064038 | Short | Closed |
| 39 | 39 | (entries/exits stock two, MCO) | 6.439093 | 2024-10-31 | 451.689374 | 0.0 | 2024-11-25 | 488.498125 | 0.0 | 237.014953 | 0.081491 | Long | Closed |
| 40 | 40 | (entries/exits stock two, MCO) | 5.800784 | 2024-11-25 | 491.199089 | 0.0 | 2024-12-18 | 469.414021 | 0.0 | 126.370484 | 0.044351 | Short | Closed |
| 41 | 41 | (entries/exits stock two, MCO) | 6.358966 | 2024-12-18 | 466.425876 | 0.0 | 2025-01-21 | 480.518922 | 0.0 | 89.617204 | 0.030215 | Long | Closed |
| 42 | 42 | (entries/exits stock two, MCO) | 6.319219 | 2025-01-21 | 485.088203 | 0.0 | 2025-02-27 | 492.877742 | 0.0 | -49.223805 | -0.016058 | Short | Closed |
| 43 | 43 | (entries/exits stock two, MCO) | 8.947855 | 2025-02-27 | 467.178616 | 0.0 | 2025-04-17 | 430.123767 | 0.0 | -331.561395 | -0.079316 | Long | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 14522.02306 |
| Total Return [%] | 45.220231 |
| Max Gross Exposure [%] | 123.864803 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 9.115407 |
| Max Drawdown Duration | 101 days 00:00:00 |
| Profit Factor | 2.743631 |
| Expectancy | 9.445604 |
| Sharpe Ratio | 1.438916 |
| Calmar Ratio | 3.59005 |
| Omega Ratio | 1.237428 |
| Sortino Ratio | 2.30684 |
| Skew | 0.629996 |
| Kurtosis | 4.800805 |
| Tail Ratio | 1.1764 |
| Common Sense Ratio | 1.561374 |
| Value at Risk | -0.015179 |
| Alpha | 0.410385 |
| Beta | -0.109273 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, EXPD) | 82.962103 | 2023-10-18 | 113.519354 | 0.0 | 2023-11-02 | 109.971335 | 0.0 | 294.351149 | 0.031255 | Short | Closed |
| 1 | 1 | (entries/exits, EXPD) | 78.186610 | 2023-11-02 | 110.234594 | 0.0 | 2024-01-03 | 124.412230 | 0.0 | 1108.501313 | 0.128613 | Long | Closed |
| 2 | 2 | (entries/exits, EXPD) | 82.940573 | 2024-01-03 | 124.670503 | 0.0 | 2024-01-29 | 125.742414 | 0.0 | -88.904917 | -0.008598 | Short | Closed |
| 3 | 3 | (entries/exits, EXPD) | 73.656058 | 2024-01-29 | 125.763865 | 0.0 | 2024-02-13 | 122.940031 | 0.0 | -207.992469 | -0.022453 | Long | Closed |
| 4 | 4 | (entries/exits, EXPD) | 97.719472 | 2024-02-13 | 121.136638 | 0.0 | 2024-03-19 | 115.868113 | 0.0 | 514.837413 | 0.043492 | Short | Closed |
| 5 | 5 | (entries/exits, EXPD) | 84.918322 | 2024-03-19 | 115.499905 | 0.0 | 2024-04-11 | 116.565537 | 0.0 | 90.491687 | 0.009226 | Long | Closed |
| 6 | 6 | (entries/exits, EXPD) | 94.830904 | 2024-04-11 | 115.937774 | 0.0 | 2024-05-06 | 113.338949 | 0.0 | 246.448928 | 0.022416 | Short | Closed |
| 7 | 7 | (entries/exits, EXPD) | 88.406530 | 2024-05-06 | 113.532697 | 0.0 | 2024-06-10 | 124.925963 | 0.0 | 1007.239188 | 0.100352 | Long | Closed |
| 8 | 8 | (entries/exits, EXPD) | 90.269657 | 2024-06-10 | 125.034786 | 0.0 | 2024-06-18 | 122.941167 | 0.0 | 188.990326 | 0.016744 | Short | Closed |
| 9 | 9 | (entries/exits, EXPD) | 95.047290 | 2024-06-18 | 122.725578 | 0.0 | 2024-09-23 | 123.642209 | 0.0 | 87.123277 | 0.007469 | Long | Closed |
| 10 | 10 | (entries/exits, EXPD) | 102.599256 | 2024-09-23 | 123.686187 | 0.0 | 2024-10-15 | 120.460305 | 0.0 | 330.973079 | 0.026081 | Short | Closed |
| 11 | 11 | (entries/exits, EXPD) | 92.992444 | 2024-10-15 | 119.780360 | 0.0 | 2024-10-31 | 117.478011 | 0.0 | -214.101053 | -0.019221 | Long | Closed |
| 12 | 12 | (entries/exits, EXPD) | 102.814582 | 2024-10-31 | 117.476250 | 0.0 | 2024-11-25 | 120.627004 | 0.0 | -323.943533 | -0.026820 | Short | Closed |
| 13 | 13 | (entries/exits, EXPD) | 91.473710 | 2024-11-25 | 120.768702 | 0.0 | 2024-12-18 | 113.580686 | 0.0 | -657.514478 | -0.059519 | Long | Closed |
| 14 | 14 | (entries/exits, EXPD) | 107.046904 | 2024-12-18 | 113.001373 | 0.0 | 2025-01-21 | 111.863515 | 0.0 | 121.804195 | 0.010069 | Short | Closed |
| 15 | 15 | (entries/exits, EXPD) | 97.321254 | 2025-01-21 | 111.999685 | 0.0 | 2025-02-27 | 116.147240 | 0.0 | 403.645266 | 0.037032 | Long | Closed |
| 16 | 16 | (entries/exits, EXPD) | 158.889185 | 2025-02-27 | 113.593823 | 0.0 | 2025-04-30 | 110.977845 | 0.0 | 415.650546 | 0.023029 | Short | Closed |
| 17 | 17 | (entries/exits, EXPD) | 106.684385 | 2025-04-30 | 109.244102 | 0.0 | 2025-06-13 | 114.197062 | 0.0 | 528.403467 | 0.045338 | Long | Closed |
| 18 | 18 | (entries/exits, EXPD) | 106.915556 | 2025-06-13 | 114.187094 | 0.0 | 2025-06-30 | 114.255557 | 0.0 | -7.319820 | -0.000600 | Short | Closed |
| 19 | 19 | (entries/exits, EXPD) | 107.019451 | 2025-06-30 | 114.331699 | 0.0 | 2025-08-25 | 120.182244 | 0.0 | 626.122058 | 0.051172 | Long | Closed |
| 20 | 20 | (entries/exits, EXPD) | 105.520723 | 2025-08-25 | 120.377629 | 0.0 | 2025-09-11 | 123.234926 | 0.0 | -301.504027 | -0.023736 | Short | Open |
| 21 | 21 | (entries/exits stock two, MCO) | 6.587948 | 2023-10-18 | 308.493733 | 0.0 | 2023-11-02 | 320.975148 | 0.0 | 82.226916 | 0.040459 | Long | Closed |
| 22 | 22 | (entries/exits stock two, MCO) | 6.643146 | 2023-11-02 | 326.747070 | 0.0 | 2024-01-03 | 367.789185 | 0.0 | -272.648739 | -0.125608 | Short | Closed |
| 23 | 23 | (entries/exits stock two, MCO) | 5.893257 | 2024-01-03 | 370.347803 | 0.0 | 2024-01-29 | 385.258073 | 0.0 | 87.870045 | 0.040260 | Long | Closed |
| 24 | 24 | (entries/exits stock two, MCO) | 5.626816 | 2024-01-29 | 386.349777 | 0.0 | 2024-02-13 | 367.049595 | 0.0 | 108.598580 | 0.049955 | Short | Closed |
| 25 | 25 | (entries/exits stock two, MCO) | 6.588064 | 2024-02-13 | 365.810940 | 0.0 | 2024-03-19 | 382.262988 | 0.0 | 108.387150 | 0.044974 | Long | Closed |
| 26 | 26 | (entries/exits stock two, MCO) | 6.111855 | 2024-03-19 | 383.000471 | 0.0 | 2024-04-11 | 379.778301 | 0.0 | 19.693435 | 0.008413 | Short | Closed |
| 27 | 27 | (entries/exits stock two, MCO) | 6.316774 | 2024-04-11 | 378.375007 | 0.0 | 2024-05-06 | 382.736020 | 0.0 | 27.547533 | 0.011526 | Long | Closed |
| 28 | 28 | (entries/exits stock two, MCO) | 6.625354 | 2024-05-06 | 385.228937 | 0.0 | 2024-06-10 | 398.407357 | 0.0 | -87.311707 | -0.034209 | Short | Closed |
| 29 | 29 | (entries/exits stock two, MCO) | 6.236816 | 2024-06-10 | 398.334929 | 0.0 | 2024-06-18 | 415.968809 | 0.0 | 109.979266 | 0.044269 | Long | Closed |
| 30 | 30 | (entries/exits stock two, MCO) | 7.523805 | 2024-06-18 | 422.519237 | 0.0 | 2024-09-23 | 466.282753 | 0.0 | -329.268146 | -0.103578 | Short | Closed |
| 31 | 31 | (entries/exits stock two, MCO) | 5.707262 | 2024-09-23 | 474.189163 | 0.0 | 2024-10-15 | 482.402447 | 0.0 | 46.875367 | 0.017321 | Long | Closed |
| 32 | 32 | (entries/exits stock two, MCO) | 5.560593 | 2024-10-15 | 482.132172 | 0.0 | 2024-10-31 | 451.256366 | 0.0 | 171.687776 | 0.064040 | Short | Closed |
| 33 | 33 | (entries/exits stock two, MCO) | 5.885974 | 2024-10-31 | 451.690074 | 0.0 | 2024-11-25 | 488.496115 | 0.0 | 216.639383 | 0.081485 | Long | Closed |
| 34 | 34 | (entries/exits stock two, MCO) | 5.301648 | 2024-11-25 | 491.199176 | 0.0 | 2024-12-18 | 469.414037 | 0.0 | 115.497141 | 0.044351 | Short | Closed |
| 35 | 35 | (entries/exits stock two, MCO) | 5.812191 | 2024-12-18 | 466.425161 | 0.0 | 2025-01-21 | 480.517825 | 0.0 | 81.909252 | 0.030214 | Long | Closed |
| 36 | 36 | (entries/exits stock two, MCO) | 5.775356 | 2025-01-21 | 485.088722 | 0.0 | 2025-02-27 | 492.876744 | 0.0 | -44.978599 | -0.016055 | Short | Closed |
| 37 | 37 | (entries/exits stock two, MCO) | 8.518348 | 2025-02-27 | 465.294487 | 0.0 | 2025-04-30 | 449.517413 | 0.0 | -134.394599 | -0.033908 | Long | Closed |
| 38 | 38 | (entries/exits stock two, MCO) | 6.132173 | 2025-04-30 | 454.119365 | 0.0 | 2025-06-13 | 471.376917 | 0.0 | -105.826295 | -0.038002 | Short | Closed |
| 39 | 39 | (entries/exits stock two, MCO) | 5.779823 | 2025-06-13 | 471.244284 | 0.0 | 2025-06-30 | 499.183789 | 0.0 | 161.485386 | 0.059289 | Long | Closed |
| 40 | 40 | (entries/exits stock two, MCO) | 6.439508 | 2025-06-30 | 501.673032 | 0.0 | 2025-08-25 | 509.855323 | 0.0 | -52.689921 | -0.016310 | Short | Closed |
| 41 | 41 | (entries/exits stock two, MCO) | 5.590674 | 2025-08-25 | 509.656362 | 0.0 | 2025-09-11 | 518.142323 | 0.0 | 47.442239 | 0.016650 | Long | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 14156.828871 |
| Total Return [%] | 41.568289 |
| Max Gross Exposure [%] | 34296.545455 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 6.539166 |
| Max Drawdown Duration | 108 days 00:00:00 |
| Profit Factor | 2.689988 |
| Expectancy | 9.221094 |
| Sharpe Ratio | 2.161657 |
| Calmar Ratio | 4.615915 |
| Omega Ratio | 1.384356 |
| Sortino Ratio | 3.32493 |
| Skew | -0.012062 |
| Kurtosis | 8.753986 |
| Tail Ratio | 1.349756 |
| Common Sense Ratio | 1.757169 |
| Value at Risk | -0.007944 |
| Alpha | 0.291032 |
| Beta | 0.045987 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, FE) | 152.171269 | 2023-01-03 | 37.401985 | 0.0 | 2023-01-31 | 36.593230 | 0.0 | 123.069325 | 0.021623 | Short | Closed |
| 1 | 1 | (entries/exits, FE) | 159.445551 | 2023-01-31 | 36.352894 | 0.0 | 2023-03-16 | 36.109660 | 0.0 | -38.782458 | -0.006691 | Long | Closed |
| 2 | 2 | (entries/exits, FE) | 169.432652 | 2023-03-16 | 36.044341 | 0.0 | 2023-04-28 | 35.895481 | 0.0 | 25.221664 | 0.004130 | Short | Closed |
| 3 | 3 | (entries/exits, FE) | 159.061772 | 2023-04-28 | 35.702220 | 0.0 | 2023-06-08 | 35.371494 | 0.0 | -52.605717 | -0.009263 | Long | Closed |
| 4 | 4 | (entries/exits, FE) | 158.711983 | 2023-06-08 | 35.370697 | 0.0 | 2023-07-03 | 35.455996 | 0.0 | -13.537916 | -0.002412 | Short | Closed |
| 5 | 5 | (entries/exits, FE) | 155.410799 | 2023-07-03 | 35.455053 | 0.0 | 2023-07-25 | 36.371159 | 0.0 | 142.372776 | 0.025839 | Long | Closed |
| 6 | 6 | (entries/exits, FE) | 157.481119 | 2023-07-25 | 36.350294 | 0.0 | 2023-08-03 | 33.791481 | 0.0 | 402.964654 | 0.070393 | Short | Closed |
| 7 | 7 | (entries/exits, FE) | 181.940373 | 2023-08-03 | 33.712137 | 0.0 | 2023-09-22 | 33.120315 | 0.0 | -107.676291 | -0.017555 | Long | Closed |
| 8 | 8 | (entries/exits, FE) | 182.026231 | 2023-09-22 | 33.019876 | 0.0 | 2023-10-02 | 29.937876 | 0.0 | 561.004801 | 0.093338 | Short | Closed |
| 9 | 9 | (entries/exits, FE) | 200.389895 | 2023-10-02 | 30.014794 | 0.0 | 2023-10-26 | 33.027027 | 0.0 | 603.621021 | 0.100358 | Long | Closed |
| 10 | 10 | (entries/exits, FE) | 214.566027 | 2023-10-26 | 33.133532 | 0.0 | 2023-11-30 | 34.246706 | 0.0 | -238.849390 | -0.033597 | Short | Closed |
| 11 | 11 | (entries/exits, FE) | 198.720058 | 2023-11-30 | 34.300403 | 0.0 | 2024-01-10 | 35.887812 | 0.0 | 315.449932 | 0.046280 | Long | Closed |
| 12 | 12 | (entries/exits, FE) | 204.583300 | 2024-01-10 | 35.810589 | 0.0 | 2024-02-01 | 34.651904 | 0.0 | 237.047688 | 0.032356 | Short | Closed |
| 13 | 13 | (entries/exits, FE) | 200.421316 | 2024-02-01 | 34.615272 | 0.0 | 2024-02-09 | 35.044441 | 0.0 | 86.014644 | 0.012398 | Long | Closed |
| 14 | 14 | (entries/exits, FE) | 221.744973 | 2024-02-09 | 34.999617 | 0.0 | 2024-03-12 | 35.545610 | 0.0 | -121.071221 | -0.015600 | Short | Closed |
| 15 | 15 | (entries/exits, FE) | 207.942483 | 2024-03-12 | 35.600654 | 0.0 | 2024-04-04 | 35.947270 | 0.0 | 72.076208 | 0.009736 | Long | Closed |
| 16 | 16 | (entries/exits, FE) | 213.345979 | 2024-04-04 | 35.902712 | 0.0 | 2024-04-25 | 36.195062 | 0.0 | -62.371553 | -0.008143 | Short | Closed |
| 17 | 17 | (entries/exits, FE) | 223.888258 | 2024-04-25 | 36.293654 | 0.0 | 2024-07-31 | 39.322152 | 0.0 | 678.045056 | 0.083444 | Long | Closed |
| 18 | 18 | (entries/exits, FE) | 185.629008 | 2024-07-31 | 39.817304 | 0.0 | 2024-08-23 | 41.381084 | 0.0 | -290.282882 | -0.039274 | Short | Closed |
| 19 | 19 | (entries/exits, FE) | 178.646404 | 2024-08-23 | 41.460297 | 0.0 | 2024-09-13 | 42.649136 | 0.0 | 212.381937 | 0.028674 | Long | Closed |
| 20 | 20 | (entries/exits, FE) | 188.230671 | 2024-09-13 | 42.572879 | 0.0 | 2024-10-09 | 40.904182 | 0.0 | 314.099892 | 0.039196 | Short | Closed |
| 21 | 21 | (entries/exits, FE) | 180.940973 | 2024-10-09 | 40.814438 | 0.0 | 2024-10-15 | 41.722175 | 0.0 | 164.246797 | 0.022241 | Long | Closed |
| 22 | 22 | (entries/exits, FE) | 190.653051 | 2024-10-15 | 41.715905 | 0.0 | 2024-10-30 | 40.526223 | 0.0 | 226.816596 | 0.028519 | Short | Closed |
| 23 | 23 | (entries/exits, FE) | 192.479480 | 2024-10-30 | 40.440929 | 0.0 | 2024-11-20 | 40.424894 | 0.0 | -3.086517 | -0.000397 | Long | Open |
| 24 | 24 | (entries/exits stock two, MO) | 140.915183 | 2023-01-03 | 37.050086 | 0.0 | 2023-01-31 | 36.721532 | 0.0 | -46.298186 | -0.008868 | Long | Closed |
| 25 | 25 | (entries/exits stock two, MO) | 152.660767 | 2023-01-31 | 36.874248 | 0.0 | 2023-03-16 | 37.789775 | 0.0 | -139.765086 | -0.024828 | Short | Closed |
| 26 | 26 | (entries/exits stock two, MO) | 143.084012 | 2023-03-16 | 37.576677 | 0.0 | 2023-04-28 | 39.286860 | 0.0 | 244.699844 | 0.045512 | Long | Closed |
| 27 | 27 | (entries/exits stock two, MO) | 147.480371 | 2023-04-28 | 39.309509 | 0.0 | 2023-06-08 | 37.780154 | 0.0 | 225.549730 | 0.038905 | Short | Closed |
| 28 | 28 | (entries/exits stock two, MO) | 140.603381 | 2023-06-08 | 37.725717 | 0.0 | 2023-07-03 | 38.954078 | 0.0 | 172.711615 | 0.032560 | Long | Closed |
| 29 | 29 | (entries/exits stock two, MO) | 140.726289 | 2023-07-03 | 38.982803 | 0.0 | 2023-07-25 | 38.631553 | 0.0 | 49.430031 | 0.009010 | Short | Closed |
| 30 | 30 | (entries/exits stock two, MO) | 140.057725 | 2023-07-25 | 38.614267 | 0.0 | 2023-08-03 | 37.639136 | 0.0 | -136.574601 | -0.025253 | Long | Closed |
| 31 | 31 | (entries/exits stock two, MO) | 161.308971 | 2023-08-03 | 37.589297 | 0.0 | 2023-09-22 | 36.834599 | 0.0 | 121.739478 | 0.020077 | Short | Closed |
| 32 | 32 | (entries/exits stock two, MO) | 151.130203 | 2023-09-22 | 36.761747 | 0.0 | 2023-10-02 | 36.118305 | 0.0 | -97.243510 | -0.017503 | Long | Closed |
| 33 | 33 | (entries/exits stock two, MO) | 170.042099 | 2023-10-02 | 36.144632 | 0.0 | 2023-10-26 | 34.331892 | 0.0 | 308.242053 | 0.050152 | Short | Closed |
| 34 | 34 | (entries/exits stock two, MO) | 186.357789 | 2023-10-26 | 34.140102 | 0.0 | 2023-11-30 | 36.398112 | 0.0 | 420.797667 | 0.066140 | Long | Closed |
| 35 | 35 | (entries/exits stock two, MO) | 188.225213 | 2023-11-30 | 36.470672 | 0.0 | 2024-01-10 | 36.538523 | 0.0 | -12.771212 | -0.001860 | Short | Closed |
| 36 | 36 | (entries/exits stock two, MO) | 183.639206 | 2024-01-10 | 36.477569 | 0.0 | 2024-02-01 | 37.071188 | 0.0 | 109.011862 | 0.016274 | Long | Closed |
| 37 | 37 | (entries/exits stock two, MO) | 182.969109 | 2024-02-01 | 37.046662 | 0.0 | 2024-02-09 | 35.666208 | 0.0 | 252.580333 | 0.037263 | Short | Closed |
| 38 | 38 | (entries/exits stock two, MO) | 195.026197 | 2024-02-09 | 35.679746 | 0.0 | 2024-03-12 | 38.139882 | 0.0 | 479.790918 | 0.068950 | Long | Closed |
| 39 | 39 | (entries/exits stock two, MO) | 194.554064 | 2024-03-12 | 38.331432 | 0.0 | 2024-04-04 | 37.888886 | 0.0 | 86.099067 | 0.011545 | Short | Closed |
| 40 | 40 | (entries/exits stock two, MO) | 190.192938 | 2024-04-04 | 37.741018 | 0.0 | 2024-04-25 | 39.494537 | 0.0 | 333.506989 | 0.046462 | Long | Closed |
| 41 | 41 | (entries/exits stock two, MO) | 204.416087 | 2024-04-25 | 39.896864 | 0.0 | 2024-07-31 | 44.713666 | 0.0 | -984.631848 | -0.120731 | Short | Closed |
| 42 | 42 | (entries/exits stock two, MO) | 155.737801 | 2024-07-31 | 45.539378 | 0.0 | 2024-08-23 | 48.585449 | 0.0 | 474.388270 | 0.066889 | Long | Closed |
| 43 | 43 | (entries/exits stock two, MO) | 151.872818 | 2024-08-23 | 48.760115 | 0.0 | 2024-09-13 | 49.236413 | 0.0 | -72.336665 | -0.009768 | Short | Closed |
| 44 | 44 | (entries/exits stock two, MO) | 153.607804 | 2024-09-13 | 49.090610 | 0.0 | 2024-10-09 | 47.587178 | 0.0 | -230.938900 | -0.030626 | Long | Closed |
| 45 | 45 | (entries/exits stock two, MO) | 151.599198 | 2024-10-09 | 47.565834 | 0.0 | 2024-10-15 | 47.262060 | 0.0 | 46.051828 | 0.006386 | Short | Closed |
| 46 | 46 | (entries/exits stock two, MO) | 157.743407 | 2024-10-15 | 47.255595 | 0.0 | 2024-10-30 | 47.819339 | 0.0 | 88.926901 | 0.011930 | Long | Closed |
| 47 | 47 | (entries/exits stock two, MO) | 160.695845 | 2024-10-30 | 47.987022 | 0.0 | 2024-11-20 | 52.793038 | 0.0 | -772.306754 | -0.100152 | Short | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 14510.18053 |
| Total Return [%] | 45.101805 |
| Max Gross Exposure [%] | 204.769187 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 8.164886 |
| Max Drawdown Duration | 103 days 00:00:00 |
| Profit Factor | 2.274149 |
| Expectancy | 9.062189 |
| Sharpe Ratio | 2.187546 |
| Calmar Ratio | 3.997928 |
| Omega Ratio | 1.414343 |
| Sortino Ratio | 3.713884 |
| Skew | 1.475597 |
| Kurtosis | 16.127376 |
| Tail Ratio | 1.124566 |
| Common Sense Ratio | 1.491653 |
| Value at Risk | -0.008867 |
| Alpha | 0.350863 |
| Beta | -0.04318 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, FE) | 173.812276 | 2023-06-08 | 35.369759 | 0.0 | 2023-07-03 | 35.455406 | 0.0 | -14.886478 | -0.002421 | Short | Closed |
| 1 | 1 | (entries/exits, FE) | 168.520505 | 2023-07-03 | 35.455395 | 0.0 | 2023-07-25 | 36.374096 | 0.0 | 154.819941 | 0.025911 | Long | Closed |
| 2 | 2 | (entries/exits, FE) | 172.276646 | 2023-07-25 | 36.346660 | 0.0 | 2023-08-03 | 33.791427 | 0.0 | 440.207043 | 0.070302 | Short | Closed |
| 3 | 3 | (entries/exits, FE) | 197.107014 | 2023-08-03 | 33.720110 | 0.0 | 2023-09-22 | 33.118581 | 0.0 | -118.565412 | -0.017839 | Long | Closed |
| 4 | 4 | (entries/exits, FE) | 199.914718 | 2023-09-22 | 33.016313 | 0.0 | 2023-10-02 | 29.937876 | 0.0 | 615.424865 | 0.093240 | Short | Closed |
| 5 | 5 | (entries/exits, FE) | 220.044582 | 2023-10-02 | 30.005339 | 0.0 | 2023-10-26 | 33.038294 | 0.0 | 667.385384 | 0.101081 | Long | Closed |
| 6 | 6 | (entries/exits, FE) | 238.331682 | 2023-10-26 | 33.131944 | 0.0 | 2023-11-30 | 34.241393 | 0.0 | -264.416738 | -0.033486 | Short | Closed |
| 7 | 7 | (entries/exits, FE) | 216.366294 | 2023-11-30 | 34.301053 | 0.0 | 2024-01-10 | 35.899092 | 0.0 | 345.761795 | 0.046589 | Long | Closed |
| 8 | 8 | (entries/exits, FE) | 227.014892 | 2024-01-10 | 35.799878 | 0.0 | 2024-02-01 | 34.650748 | 0.0 | 260.869795 | 0.032099 | Short | Closed |
| 9 | 9 | (entries/exits, FE) | 220.086040 | 2024-02-01 | 34.620825 | 0.0 | 2024-02-09 | 35.044621 | 0.0 | 93.271533 | 0.012241 | Long | Closed |
| 10 | 10 | (entries/exits, FE) | 245.292223 | 2024-02-09 | 34.997187 | 0.0 | 2024-03-12 | 35.544547 | 0.0 | -134.263159 | -0.015640 | Short | Closed |
| 11 | 11 | (entries/exits, FE) | 226.283195 | 2024-03-12 | 35.599395 | 0.0 | 2024-04-04 | 35.947307 | 0.0 | 78.726633 | 0.009773 | Long | Closed |
| 12 | 12 | (entries/exits, FE) | 234.435714 | 2024-04-04 | 35.899266 | 0.0 | 2024-04-25 | 36.191983 | 0.0 | -68.623323 | -0.008154 | Short | Closed |
| 13 | 13 | (entries/exits, FE) | 240.966694 | 2024-04-25 | 36.286282 | 0.0 | 2024-07-31 | 39.377787 | 0.0 | 744.949583 | 0.085198 | Long | Closed |
| 14 | 14 | (entries/exits, FE) | 205.613278 | 2024-07-31 | 39.814437 | 0.0 | 2024-08-23 | 41.376368 | 0.0 | -321.153690 | -0.039230 | Short | Closed |
| 15 | 15 | (entries/exits, FE) | 195.855195 | 2024-08-23 | 41.456580 | 0.0 | 2024-09-13 | 42.650397 | 0.0 | 233.815178 | 0.028797 | Long | Closed |
| 16 | 16 | (entries/exits, FE) | 209.236548 | 2024-09-13 | 42.565692 | 0.0 | 2024-10-09 | 40.907293 | 0.0 | 346.997536 | 0.038961 | Short | Closed |
| 17 | 17 | (entries/exits, FE) | 200.329476 | 2024-10-09 | 40.814786 | 0.0 | 2024-10-15 | 41.723001 | 0.0 | 181.942103 | 0.022252 | Long | Closed |
| 18 | 18 | (entries/exits, FE) | 212.045734 | 2024-10-15 | 41.714401 | 0.0 | 2024-10-30 | 40.528734 | 0.0 | 251.415735 | 0.028423 | Short | Closed |
| 19 | 19 | (entries/exits, FE) | 225.945033 | 2024-10-30 | 40.387916 | 0.0 | 2024-12-18 | 38.142348 | 0.0 | -507.374898 | -0.055600 | Long | Closed |
| 20 | 20 | (entries/exits, FE) | 239.996203 | 2024-12-18 | 37.959435 | 0.0 | 2025-01-29 | 38.514498 | 0.0 | -133.213176 | -0.014623 | Short | Closed |
| 21 | 21 | (entries/exits, FE) | 210.288248 | 2025-01-29 | 38.458528 | 0.0 | 2025-02-18 | 39.772382 | 0.0 | 276.288166 | 0.034163 | Long | Closed |
| 22 | 22 | (entries/exits, FE) | 204.034970 | 2025-02-18 | 39.815814 | 0.0 | 2025-02-27 | 38.063887 | 0.0 | 357.454390 | 0.044001 | Short | Closed |
| 23 | 23 | (entries/exits, FE) | 240.692812 | 2025-02-27 | 37.785867 | 0.0 | 2025-04-02 | 39.599901 | 0.0 | 436.624974 | 0.048008 | Long | Closed |
| 24 | 24 | (entries/exits, FE) | 235.108444 | 2025-04-02 | 39.623586 | 0.0 | 2025-04-17 | 40.972388 | 0.0 | -317.114634 | -0.034040 | Short | Open |
| 25 | 25 | (entries/exits stock two, MO) | 118.512443 | 2023-06-08 | 37.723076 | 0.0 | 2023-07-03 | 38.946575 | 0.0 | 144.999864 | 0.032434 | Long | Closed |
| 26 | 26 | (entries/exits stock two, MO) | 117.853125 | 2023-07-03 | 38.983717 | 0.0 | 2023-07-25 | 38.631607 | 0.0 | 41.497317 | 0.009032 | Short | Closed |
| 27 | 27 | (entries/exits stock two, MO) | 117.699855 | 2023-07-25 | 38.613048 | 0.0 | 2023-08-03 | 37.639240 | 0.0 | -114.617115 | -0.025220 | Long | Closed |
| 28 | 28 | (entries/exits stock two, MO) | 135.112997 | 2023-08-03 | 37.594376 | 0.0 | 2023-09-22 | 36.832471 | 0.0 | 102.943313 | 0.020266 | Short | Closed |
| 29 | 29 | (entries/exits stock two, MO) | 127.490779 | 2023-09-22 | 36.760736 | 0.0 | 2023-10-02 | 36.118305 | 0.0 | -81.904001 | -0.017476 | Long | Closed |
| 30 | 30 | (entries/exits stock two, MO) | 144.223897 | 2023-10-02 | 36.145075 | 0.0 | 2023-10-26 | 34.316062 | 0.0 | 263.787386 | 0.050602 | Short | Closed |
| 31 | 31 | (entries/exits stock two, MO) | 159.218933 | 2023-10-26 | 34.144447 | 0.0 | 2023-11-30 | 36.383638 | 0.0 | 356.521607 | 0.065580 | Long | Closed |
| 32 | 32 | (entries/exits stock two, MO) | 158.375977 | 2023-11-30 | 36.473084 | 0.0 | 2024-01-10 | 36.535003 | 0.0 | -9.806500 | -0.001698 | Short | Closed |
| 33 | 33 | (entries/exits stock two, MO) | 156.645320 | 2024-01-10 | 36.473576 | 0.0 | 2024-02-01 | 37.067982 | 0.0 | 93.110789 | 0.016297 | Long | Closed |
| 34 | 34 | (entries/exits stock two, MO) | 154.327905 | 2024-02-01 | 37.050637 | 0.0 | 2024-02-09 | 35.666154 | 0.0 | 213.664396 | 0.037367 | Short | Closed |
| 35 | 35 | (entries/exits stock two, MO) | 165.915200 | 2024-02-09 | 35.681527 | 0.0 | 2024-03-12 | 38.122919 | 0.0 | 405.064077 | 0.068422 | Long | Closed |
| 36 | 36 | (entries/exits stock two, MO) | 162.888694 | 2024-03-12 | 38.329395 | 0.0 | 2024-04-04 | 37.880871 | 0.0 | 73.059573 | 0.011702 | Short | Closed |
| 37 | 37 | (entries/exits stock two, MO) | 160.737793 | 2024-04-04 | 37.739810 | 0.0 | 2024-04-25 | 39.484157 | 0.0 | 280.382443 | 0.046220 | Long | Closed |
| 38 | 38 | (entries/exits stock two, MO) | 170.867828 | 2024-04-25 | 39.900506 | 0.0 | 2024-07-31 | 44.748732 | 0.0 | -828.405727 | -0.121508 | Short | Closed |
| 39 | 39 | (entries/exits stock two, MO) | 133.009056 | 2024-07-31 | 45.541092 | 0.0 | 2024-08-23 | 48.570020 | 0.0 | 402.874868 | 0.066510 | Long | Closed |
| 40 | 40 | (entries/exits stock two, MO) | 128.024535 | 2024-08-23 | 48.758096 | 0.0 | 2024-09-13 | 49.233008 | 0.0 | -60.800365 | -0.009740 | Short | Closed |
| 41 | 41 | (entries/exits stock two, MO) | 131.285192 | 2024-09-13 | 49.078053 | 0.0 | 2024-10-09 | 47.588701 | 0.0 | -195.529859 | -0.030347 | Long | Closed |
| 42 | 42 | (entries/exits stock two, MO) | 129.086318 | 2024-10-09 | 47.565922 | 0.0 | 2024-10-15 | 47.262074 | 0.0 | 39.222635 | 0.006388 | Short | Closed |
| 43 | 43 | (entries/exits stock two, MO) | 135.052216 | 2024-10-15 | 47.254798 | 0.0 | 2024-10-30 | 47.817977 | 0.0 | 76.058500 | 0.011918 | Long | Closed |
| 44 | 44 | (entries/exits stock two, MO) | 147.624749 | 2024-10-30 | 48.321172 | 0.0 | 2024-12-18 | 50.854579 | 0.0 | -373.993594 | -0.052429 | Short | Closed |
| 45 | 45 | (entries/exits stock two, MO) | 129.018731 | 2024-12-18 | 50.379130 | 0.0 | 2025-01-29 | 50.822119 | 0.0 | 57.153787 | 0.008793 | Long | Closed |
| 46 | 46 | (entries/exits stock two, MO) | 122.978832 | 2025-01-29 | 50.829244 | 0.0 | 2025-02-18 | 50.963694 | 0.0 | -16.534505 | -0.002645 | Short | Closed |
| 47 | 47 | (entries/exits stock two, MO) | 119.042814 | 2025-02-18 | 50.966534 | 0.0 | 2025-02-27 | 53.171203 | 0.0 | 262.449974 | 0.043257 | Long | Closed |
| 48 | 48 | (entries/exits stock two, MO) | 129.021879 | 2025-02-27 | 53.473663 | 0.0 | 2025-04-02 | 56.162748 | 0.0 | -346.950690 | -0.050288 | Short | Closed |
| 49 | 49 | (entries/exits stock two, MO) | 119.363114 | 2025-04-02 | 56.076257 | 0.0 | 2025-04-17 | 57.078151 | 0.0 | 119.589211 | 0.017867 | Long | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 12302.756036 |
| Total Return [%] | 23.02756 |
| Max Gross Exposure [%] | 152.688194 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 8.245971 |
| Max Drawdown Duration | 103 days 00:00:00 |
| Profit Factor | 1.571129 |
| Expectancy | 4.202392 |
| Sharpe Ratio | 1.261938 |
| Calmar Ratio | 2.065246 |
| Omega Ratio | 1.214926 |
| Sortino Ratio | 2.000715 |
| Skew | 1.503002 |
| Kurtosis | 18.950802 |
| Tail Ratio | 1.037185 |
| Common Sense Ratio | 1.213817 |
| Value at Risk | -0.009795 |
| Alpha | 0.198325 |
| Beta | -0.043 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, FE) | 212.752692 | 2023-10-26 | 33.130771 | 0.0 | 2023-11-30 | 34.237523 | 0.0 | -235.464422 | -0.033406 | Short | Closed |
| 1 | 1 | (entries/exits, FE) | 190.515019 | 2023-11-30 | 34.301495 | 0.0 | 2024-01-10 | 35.906810 | 0.0 | 305.836511 | 0.046800 | Long | Closed |
| 2 | 2 | (entries/exits, FE) | 202.535736 | 2024-01-10 | 35.792145 | 0.0 | 2024-02-01 | 34.649783 | 0.0 | 231.369139 | 0.031917 | Short | Closed |
| 3 | 3 | (entries/exits, FE) | 194.909096 | 2024-02-01 | 34.624607 | 0.0 | 2024-02-09 | 35.044743 | 0.0 | 81.888296 | 0.012134 | Long | Closed |
| 4 | 4 | (entries/exits, FE) | 218.334247 | 2024-02-09 | 34.995590 | 0.0 | 2024-03-12 | 35.543779 | 0.0 | -119.688476 | -0.015665 | Short | Closed |
| 5 | 5 | (entries/exits, FE) | 199.160728 | 2024-03-12 | 35.598532 | 0.0 | 2024-04-04 | 35.947332 | 0.0 | 69.467310 | 0.009798 | Long | Closed |
| 6 | 6 | (entries/exits, FE) | 207.703493 | 2024-04-04 | 35.896947 | 0.0 | 2024-04-25 | 36.189907 | 0.0 | -60.848818 | -0.008161 | Short | Closed |
| 7 | 7 | (entries/exits, FE) | 210.476057 | 2024-04-25 | 36.281119 | 0.0 | 2024-07-31 | 39.416550 | 0.0 | 659.933155 | 0.086420 | Long | Closed |
| 8 | 8 | (entries/exits, FE) | 183.143366 | 2024-07-31 | 39.812512 | 0.0 | 2024-08-23 | 41.373187 | 0.0 | -285.827210 | -0.039201 | Short | Closed |
| 9 | 9 | (entries/exits, FE) | 173.238684 | 2024-08-23 | 41.454040 | 0.0 | 2024-09-13 | 42.651254 | 0.0 | 207.403849 | 0.028881 | Long | Closed |
| 10 | 10 | (entries/exits, FE) | 186.811259 | 2024-09-13 | 42.560881 | 0.0 | 2024-10-09 | 40.909378 | 0.0 | 308.519476 | 0.038803 | Short | Closed |
| 11 | 11 | (entries/exits, FE) | 178.377204 | 2024-10-09 | 40.815022 | 0.0 | 2024-10-15 | 41.723558 | 0.0 | 162.062189 | 0.022260 | Long | Closed |
| 12 | 12 | (entries/exits, FE) | 189.389364 | 2024-10-15 | 41.713390 | 0.0 | 2024-10-30 | 40.530423 | 0.0 | 224.041445 | 0.028359 | Short | Closed |
| 13 | 13 | (entries/exits, FE) | 200.073053 | 2024-10-30 | 40.393966 | 0.0 | 2024-12-18 | 38.122723 | 0.0 | -454.414554 | -0.056227 | Long | Closed |
| 14 | 14 | (entries/exits, FE) | 215.123882 | 2024-12-18 | 37.960047 | 0.0 | 2025-01-29 | 38.517606 | 0.0 | -119.944330 | -0.014688 | Short | Closed |
| 15 | 15 | (entries/exits, FE) | 186.921898 | 2025-01-29 | 38.457414 | 0.0 | 2025-02-18 | 39.775106 | 0.0 | 246.305501 | 0.034264 | Long | Closed |
| 16 | 16 | (entries/exits, FE) | 182.250042 | 2025-02-18 | 39.818653 | 0.0 | 2025-02-27 | 38.081106 | 0.0 | 316.667860 | 0.043636 | Short | Closed |
| 17 | 17 | (entries/exits, FE) | 213.153370 | 2025-02-27 | 37.782752 | 0.0 | 2025-04-02 | 39.614221 | 0.0 | 390.383912 | 0.048474 | Long | Closed |
| 18 | 18 | (entries/exits, FE) | 218.569637 | 2025-04-02 | 39.679542 | 0.0 | 2025-05-06 | 41.917447 | 0.0 | -489.138157 | -0.056399 | Short | Closed |
| 19 | 19 | (entries/exits, FE) | 177.372784 | 2025-05-06 | 42.284374 | 0.0 | 2025-05-12 | 41.292777 | 0.0 | -175.882353 | -0.023451 | Long | Closed |
| 20 | 20 | (entries/exits, FE) | 190.573243 | 2025-05-12 | 41.300547 | 0.0 | 2025-05-28 | 40.824924 | 0.0 | 90.641064 | 0.011516 | Short | Closed |
| 21 | 21 | (entries/exits, FE) | 199.728161 | 2025-05-28 | 40.719621 | 0.0 | 2025-07-09 | 39.760701 | 0.0 | -191.523336 | -0.023549 | Long | Closed |
| 22 | 22 | (entries/exits, FE) | 198.820479 | 2025-07-09 | 39.772611 | 0.0 | 2025-07-30 | 41.314764 | 0.0 | -306.611671 | -0.038774 | Short | Closed |
| 23 | 23 | (entries/exits, FE) | 186.518474 | 2025-07-30 | 41.420739 | 0.0 | 2025-09-11 | 43.578766 | 0.0 | 402.511988 | 0.052100 | Long | Open |
| 24 | 24 | (entries/exits stock two, MO) | 118.377457 | 2023-10-26 | 34.147330 | 0.0 | 2023-11-30 | 36.373974 | 0.0 | 263.584431 | 0.065207 | Long | Closed |
| 25 | 25 | (entries/exits stock two, MO) | 116.797057 | 2023-11-30 | 36.474665 | 0.0 | 2024-01-10 | 36.532429 | 0.0 | -6.746677 | -0.001584 | Short | Closed |
| 26 | 26 | (entries/exits stock two, MO) | 116.336000 | 2024-01-10 | 36.470897 | 0.0 | 2024-02-01 | 37.065822 | 0.0 | 69.211200 | 0.016312 | Long | Closed |
| 27 | 27 | (entries/exits stock two, MO) | 113.745858 | 2024-02-01 | 37.053336 | 0.0 | 2024-02-09 | 35.666117 | 0.0 | 157.790321 | 0.037438 | Short | Closed |
| 28 | 28 | (entries/exits stock two, MO) | 122.993029 | 2024-02-09 | 35.682715 | 0.0 | 2024-03-12 | 38.111579 | 0.0 | 298.733256 | 0.068068 | Long | Closed |
| 29 | 29 | (entries/exits stock two, MO) | 119.450768 | 2024-03-12 | 38.328002 | 0.0 | 2024-04-04 | 37.875406 | 0.0 | 54.062856 | 0.011808 | Short | Closed |
| 30 | 30 | (entries/exits stock two, MO) | 118.622973 | 2024-04-04 | 37.738997 | 0.0 | 2024-04-25 | 39.477185 | 0.0 | 206.188995 | 0.046058 | Long | Closed |
| 31 | 31 | (entries/exits stock two, MO) | 125.187197 | 2024-04-25 | 39.903098 | 0.0 | 2024-07-31 | 44.771702 | 0.0 | -609.486950 | -0.122011 | Short | Closed |
| 32 | 32 | (entries/exits stock two, MO) | 98.852372 | 2024-07-31 | 45.542234 | 0.0 | 2024-08-23 | 48.559691 | 0.0 | 298.282774 | 0.066256 | Long | Closed |
| 33 | 33 | (entries/exits stock two, MO) | 94.311355 | 2024-08-23 | 48.756715 | 0.0 | 2024-09-13 | 49.230689 | 0.0 | -44.701089 | -0.009721 | Short | Closed |
| 34 | 34 | (entries/exits stock two, MO) | 97.616943 | 2024-09-13 | 49.069666 | 0.0 | 2024-10-09 | 47.589719 | 0.0 | -144.467947 | -0.030160 | Long | Closed |
| 35 | 35 | (entries/exits stock two, MO) | 95.757186 | 2024-10-09 | 47.565924 | 0.0 | 2024-10-15 | 47.262074 | 0.0 | 29.095887 | 0.006388 | Short | Closed |
| 36 | 36 | (entries/exits stock two, MO) | 100.534556 | 2024-10-15 | 47.254264 | 0.0 | 2024-10-30 | 47.817063 | 0.0 | 56.580717 | 0.011910 | Long | Closed |
| 37 | 37 | (entries/exits stock two, MO) | 109.168688 | 2024-10-30 | 48.304678 | 0.0 | 2024-12-18 | 50.847295 | 0.0 | -277.574216 | -0.052637 | Short | Closed |
| 38 | 38 | (entries/exits stock two, MO) | 96.497197 | 2024-12-18 | 50.375268 | 0.0 | 2025-01-29 | 50.820406 | 0.0 | 42.954541 | 0.008836 | Long | Closed |
| 39 | 39 | (entries/exits stock two, MO) | 91.110064 | 2025-01-29 | 50.829979 | 0.0 | 2025-02-18 | 50.962978 | 0.0 | -12.117543 | -0.002617 | Short | Closed |
| 40 | 40 | (entries/exits stock two, MO) | 88.537231 | 2025-02-18 | 50.968866 | 0.0 | 2025-02-27 | 53.170269 | 0.0 | 194.906068 | 0.043191 | Long | Closed |
| 41 | 41 | (entries/exits stock two, MO) | 95.771998 | 2025-02-27 | 53.475763 | 0.0 | 2025-04-02 | 56.157353 | 0.0 | -256.821260 | -0.050146 | Short | Closed |
| 42 | 42 | (entries/exits stock two, MO) | 91.165963 | 2025-04-02 | 56.090172 | 0.0 | 2025-05-06 | 59.055523 | 0.0 | 270.339011 | 0.052868 | Long | Closed |
| 43 | 43 | (entries/exits stock two, MO) | 79.397046 | 2025-05-06 | 59.425286 | 0.0 | 2025-05-12 | 56.003533 | 0.0 | 271.677056 | 0.057581 | Short | Closed |
| 44 | 44 | (entries/exits stock two, MO) | 85.438170 | 2025-05-12 | 56.012814 | 0.0 | 2025-05-28 | 58.410160 | 0.0 | 204.824925 | 0.042800 | Long | Closed |
| 45 | 45 | (entries/exits stock two, MO) | 91.142552 | 2025-05-28 | 58.492565 | 0.0 | 2025-07-09 | 57.983463 | 0.0 | 46.400896 | 0.008704 | Short | Closed |
| 46 | 46 | (entries/exits stock two, MO) | 84.114898 | 2025-07-09 | 57.773693 | 0.0 | 2025-07-30 | 61.314495 | 0.0 | 297.834195 | 0.061287 | Long | Closed |
| 47 | 47 | (entries/exits stock two, MO) | 82.881022 | 2025-07-30 | 61.808734 | 0.0 | 2025-09-11 | 66.218474 | 0.0 | -365.483777 | -0.071345 | Short | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 19012.278154 |
| Total Return [%] | 90.122782 |
| Max Gross Exposure [%] | 115.905026 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 10.943939 |
| Max Drawdown Duration | 98 days 00:00:00 |
| Profit Factor | 2.871178 |
| Expectancy | 10.639359 |
| Sharpe Ratio | 2.437944 |
| Calmar Ratio | 5.741306 |
| Omega Ratio | 1.436688 |
| Sortino Ratio | 3.959784 |
| Skew | 0.552659 |
| Kurtosis | 8.26672 |
| Tail Ratio | 1.244911 |
| Common Sense Ratio | 2.02712 |
| Value at Risk | -0.013929 |
| Alpha | 0.499835 |
| Beta | 0.294708 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, FI) | 99.540266 | 2022-12-28 | 99.921254 | 0.0 | 2023-01-11 | 101.566736 | 0.0 | -163.791737 | -0.016468 | Short | Closed |
| 1 | 1 | (entries/exits, FI) | 89.930131 | 2023-01-11 | 101.534257 | 0.0 | 2023-01-19 | 102.181525 | 0.0 | 58.208817 | 0.006375 | Long | Closed |
| 2 | 2 | (entries/exits, FI) | 94.350001 | 2023-01-19 | 102.272716 | 0.0 | 2023-01-31 | 106.525678 | 0.0 | -401.267046 | -0.041585 | Short | Closed |
| 3 | 3 | (entries/exits, FI) | 85.833110 | 2023-01-31 | 106.809344 | 0.0 | 2023-03-24 | 112.528807 | 0.0 | 490.919273 | 0.053548 | Long | Closed |
| 4 | 4 | (entries/exits, FI) | 89.123733 | 2023-03-24 | 112.651572 | 0.0 | 2023-04-27 | 118.972707 | 0.0 | -563.363212 | -0.056112 | Short | Closed |
| 5 | 5 | (entries/exits, FI) | 74.060456 | 2023-04-27 | 119.600889 | 0.0 | 2023-05-23 | 118.281597 | 0.0 | -97.707388 | -0.011031 | Long | Closed |
| 6 | 6 | (entries/exits, FI) | 84.894546 | 2023-05-23 | 117.622397 | 0.0 | 2023-06-06 | 114.205350 | 0.0 | 290.088655 | 0.029051 | Short | Closed |
| 7 | 7 | (entries/exits, FI) | 79.459063 | 2023-06-06 | 114.335292 | 0.0 | 2023-07-27 | 123.485277 | 0.0 | 727.049268 | 0.080028 | Long | Closed |
| 8 | 8 | (entries/exits, FI) | 90.573286 | 2023-07-27 | 123.411142 | 0.0 | 2023-08-29 | 122.903392 | 0.0 | 45.988584 | 0.004114 | Short | Closed |
| 9 | 9 | (entries/exits, FI) | 79.004622 | 2023-08-29 | 122.727397 | 0.0 | 2023-09-05 | 121.810524 | 0.0 | -72.437180 | -0.007471 | Long | Closed |
| 10 | 10 | (entries/exits, FI) | 94.040579 | 2023-09-05 | 121.110791 | 0.0 | 2023-09-28 | 113.825040 | 0.0 | 685.156258 | 0.060158 | Short | Closed |
| 11 | 11 | (entries/exits, FI) | 91.898763 | 2023-09-28 | 113.529049 | 0.0 | 2023-10-24 | 115.430999 | 0.0 | 174.786797 | 0.016753 | Long | Closed |
| 12 | 12 | (entries/exits, FI) | 95.448043 | 2023-10-24 | 115.331328 | 0.0 | 2023-11-01 | 114.902248 | 0.0 | 40.954839 | 0.003720 | Short | Closed |
| 13 | 13 | (entries/exits, FI) | 94.809684 | 2023-11-01 | 115.843221 | 0.0 | 2024-04-11 | 152.558052 | 0.0 | 3480.921573 | 0.316936 | Long | Closed |
| 14 | 14 | (entries/exits, FI) | 113.269312 | 2024-04-11 | 152.945176 | 0.0 | 2024-05-22 | 152.766734 | 0.0 | 20.211938 | 0.001167 | Short | Closed |
| 15 | 15 | (entries/exits, FI) | 89.204090 | 2024-05-22 | 152.551227 | 0.0 | 2024-05-29 | 147.822530 | 0.0 | -421.819095 | -0.030997 | Long | Closed |
| 16 | 16 | (entries/exits, FI) | 103.003592 | 2024-05-29 | 147.917157 | 0.0 | 2024-07-15 | 154.442454 | 0.0 | -672.129041 | -0.044115 | Short | Closed |
| 17 | 17 | (entries/exits, FI) | 82.219659 | 2024-07-15 | 155.448578 | 0.0 | 2024-09-03 | 173.660698 | 0.0 | 1497.394268 | 0.117158 | Long | Closed |
| 18 | 18 | (entries/exits, FI) | 83.962546 | 2024-09-03 | 173.783478 | 0.0 | 2024-09-11 | 171.055586 | 0.0 | 229.040760 | 0.015697 | Short | Closed |
| 19 | 19 | (entries/exits, FI) | 84.364969 | 2024-09-11 | 171.408059 | 0.0 | 2024-11-20 | 216.983410 | 0.0 | 3844.963106 | 0.265888 | Long | Open |
| 20 | 20 | (entries/exits stock two, GWW) | 1.495081 | 2022-12-28 | 542.433795 | 0.0 | 2023-01-11 | 565.827589 | 0.0 | 34.975614 | 0.043127 | Long | Closed |
| 21 | 21 | (entries/exits stock two, GWW) | 1.383096 | 2023-01-11 | 567.564285 | 0.0 | 2023-01-19 | 534.422586 | 0.0 | 45.838156 | 0.058393 | Short | Closed |
| 22 | 22 | (entries/exits stock two, GWW) | 1.441383 | 2023-01-19 | 534.451164 | 0.0 | 2023-01-31 | 572.786213 | 0.0 | 55.255480 | 0.071728 | Long | Closed |
| 23 | 23 | (entries/exits stock two, GWW) | 1.587565 | 2023-01-31 | 590.708421 | 0.0 | 2023-03-24 | 651.913005 | 0.0 | -97.166245 | -0.103612 | Short | Closed |
| 24 | 24 | (entries/exits stock two, GWW) | 1.291303 | 2023-03-24 | 648.577099 | 0.0 | 2023-04-27 | 677.466481 | 0.0 | 37.304934 | 0.044543 | Long | Closed |
| 25 | 25 | (entries/exits stock two, GWW) | 1.163988 | 2023-04-27 | 679.509185 | 0.0 | 2023-05-23 | 648.110960 | 0.0 | 36.547169 | 0.046207 | Short | Closed |
| 26 | 26 | (entries/exits stock two, GWW) | 1.218347 | 2023-05-23 | 646.865907 | 0.0 | 2023-06-06 | 671.610248 | 0.0 | 30.147196 | 0.038253 | Long | Closed |
| 27 | 27 | (entries/exits stock two, GWW) | 1.306178 | 2023-06-06 | 683.253452 | 0.0 | 2023-07-27 | 714.949646 | 0.0 | -41.400886 | -0.046390 | Short | Closed |
| 28 | 28 | (entries/exits stock two, GWW) | 1.267422 | 2023-07-27 | 709.322962 | 0.0 | 2023-08-29 | 705.938604 | 0.0 | -4.289409 | -0.004771 | Long | Closed |
| 29 | 29 | (entries/exits stock two, GWW) | 1.158537 | 2023-08-29 | 705.670158 | 0.0 | 2023-09-05 | 681.806247 | 0.0 | 27.647216 | 0.033817 | Short | Closed |
| 30 | 30 | (entries/exits stock two, GWW) | 1.302362 | 2023-09-05 | 680.741348 | 0.0 | 2023-09-28 | 686.964009 | 0.0 | 8.104159 | 0.009141 | Long | Closed |
| 31 | 31 | (entries/exits stock two, GWW) | 1.330170 | 2023-09-28 | 688.071670 | 0.0 | 2023-10-24 | 678.118144 | 0.0 | 13.239883 | 0.014466 | Short | Closed |
| 32 | 32 | (entries/exits stock two, GWW) | 1.314189 | 2023-10-24 | 675.122423 | 0.0 | 2023-11-01 | 727.868572 | 0.0 | 69.318394 | 0.078128 | Long | Closed |
| 33 | 33 | (entries/exits stock two, GWW) | 1.724725 | 2023-11-01 | 772.709333 | 0.0 | 2024-04-11 | 931.952682 | 0.0 | -274.651047 | -0.206084 | Short | Closed |
| 34 | 34 | (entries/exits stock two, GWW) | 1.388975 | 2024-04-11 | 950.772538 | 0.0 | 2024-05-22 | 951.576623 | 0.0 | 1.116854 | 0.000846 | Long | Closed |
| 35 | 35 | (entries/exits stock two, GWW) | 1.193061 | 2024-05-22 | 953.517262 | 0.0 | 2024-05-29 | 902.013838 | 0.0 | 61.446712 | 0.054014 | Short | Closed |
| 36 | 36 | (entries/exits stock two, GWW) | 1.400960 | 2024-05-29 | 899.666744 | 0.0 | 2024-07-15 | 927.943047 | 0.0 | 39.613956 | 0.031430 | Long | Closed |
| 37 | 37 | (entries/exits stock two, GWW) | 1.405450 | 2024-07-15 | 935.773449 | 0.0 | 2024-09-03 | 952.730922 | 0.0 | -23.832886 | -0.018121 | Short | Closed |
| 38 | 38 | (entries/exits stock two, GWW) | 1.251683 | 2024-09-03 | 951.627978 | 0.0 | 2024-09-11 | 979.858836 | 0.0 | 35.336089 | 0.029666 | Long | Closed |
| 39 | 39 | (entries/exits stock two, GWW) | 1.526361 | 2024-09-11 | 1001.847144 | 0.0 | 2024-11-20 | 1156.098097 | 0.0 | -235.442621 | -0.153967 | Short | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 20716.899079 |
| Total Return [%] | 107.168991 |
| Max Gross Exposure [%] | 121.136225 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 15.243991 |
| Max Drawdown Duration | 98 days 00:00:00 |
| Profit Factor | 5.410572 |
| Expectancy | 21.422608 |
| Sharpe Ratio | 2.371194 |
| Calmar Ratio | 4.840957 |
| Omega Ratio | 1.430804 |
| Sortino Ratio | 3.594994 |
| Skew | -0.168984 |
| Kurtosis | 8.717776 |
| Tail Ratio | 1.207144 |
| Common Sense Ratio | 2.097961 |
| Value at Risk | -0.015978 |
| Alpha | 0.906991 |
| Beta | -0.285784 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, FI) | 96.717410 | 2023-05-23 | 117.596264 | 0.0 | 2023-06-06 | 114.202808 | 0.0 | 328.206340 | 0.028857 | Short | Closed |
| 1 | 1 | (entries/exits, FI) | 89.400657 | 2023-06-06 | 114.248282 | 0.0 | 2023-07-27 | 123.505795 | 0.0 | 827.627693 | 0.081030 | Long | Closed |
| 2 | 2 | (entries/exits, FI) | 104.076259 | 2023-07-27 | 123.407262 | 0.0 | 2023-08-29 | 122.906947 | 0.0 | 52.070944 | 0.004054 | Short | Closed |
| 3 | 3 | (entries/exits, FI) | 90.134503 | 2023-08-29 | 122.729559 | 0.0 | 2023-09-05 | 121.810087 | 0.0 | -82.876152 | -0.007492 | Long | Closed |
| 4 | 4 | (entries/exits, FI) | 107.717515 | 2023-09-05 | 121.099478 | 0.0 | 2023-09-28 | 113.840383 | 0.0 | 781.931715 | 0.059943 | Short | Closed |
| 5 | 5 | (entries/exits, FI) | 103.794481 | 2023-09-28 | 113.546396 | 0.0 | 2023-10-24 | 115.446726 | 0.0 | 197.243691 | 0.016736 | Long | Closed |
| 6 | 6 | (entries/exits, FI) | 109.292705 | 2023-10-24 | 115.328686 | 0.0 | 2023-11-01 | 114.896172 | 0.0 | 47.270584 | 0.003750 | Short | Closed |
| 7 | 7 | (entries/exits, FI) | 105.105636 | 2023-11-01 | 115.094542 | 0.0 | 2024-04-11 | 153.407385 | 0.0 | 4026.895669 | 0.332881 | Long | Closed |
| 8 | 8 | (entries/exits, FI) | 134.802232 | 2024-04-11 | 152.921080 | 0.0 | 2024-05-22 | 152.770005 | 0.0 | 20.365235 | 0.000988 | Short | Closed |
| 9 | 9 | (entries/exits, FI) | 104.683088 | 2024-05-22 | 152.566800 | 0.0 | 2024-05-29 | 147.820438 | 0.0 | -496.863857 | -0.031110 | Long | Closed |
| 10 | 10 | (entries/exits, FI) | 121.455715 | 2024-05-29 | 147.920563 | 0.0 | 2024-07-15 | 154.406546 | 0.0 | -787.759730 | -0.043848 | Short | Closed |
| 11 | 11 | (entries/exits, FI) | 94.849893 | 2024-07-15 | 155.400124 | 0.0 | 2024-09-03 | 173.867092 | 0.0 | 1751.589891 | 0.118835 | Long | Closed |
| 12 | 12 | (entries/exits, FI) | 98.846008 | 2024-09-03 | 173.780986 | 0.0 | 2024-09-11 | 171.059118 | 0.0 | 269.045792 | 0.015663 | Short | Closed |
| 13 | 13 | (entries/exits, FI) | 98.060992 | 2024-09-11 | 171.146942 | 0.0 | 2024-12-09 | 202.854967 | 0.0 | 3109.320310 | 0.185268 | Long | Closed |
| 14 | 14 | (entries/exits, FI) | 115.309809 | 2024-12-09 | 202.995974 | 0.0 | 2025-01-16 | 206.211274 | 0.0 | -370.755632 | -0.015839 | Short | Closed |
| 15 | 15 | (entries/exits, FI) | 93.871324 | 2025-01-16 | 206.261855 | 0.0 | 2025-01-31 | 216.036645 | 0.0 | 917.572493 | 0.047390 | Long | Closed |
| 16 | 16 | (entries/exits, FI) | 168.541857 | 2025-01-31 | 214.715809 | 0.0 | 2025-04-11 | 213.873270 | 0.0 | 142.003060 | 0.003924 | Short | Closed |
| 17 | 17 | (entries/exits, FI) | 98.014616 | 2025-04-11 | 208.142168 | 0.0 | 2025-04-17 | 208.660128 | 0.0 | 50.767680 | 0.002488 | Long | Open |
| 18 | 18 | (entries/exits stock two, GWW) | 0.221032 | 2023-05-23 | 646.861856 | 0.0 | 2023-06-06 | 671.546014 | 0.0 | 5.455989 | 0.038160 | Long | Closed |
| 19 | 19 | (entries/exits stock two, GWW) | 0.235917 | 2023-06-06 | 683.409449 | 0.0 | 2023-07-27 | 714.770497 | 0.0 | -7.398599 | -0.045889 | Short | Closed |
| 20 | 20 | (entries/exits stock two, GWW) | 0.232191 | 2023-07-27 | 709.239030 | 0.0 | 2023-08-29 | 705.945152 | 0.0 | -0.764807 | -0.004644 | Long | Closed |
| 21 | 21 | (entries/exits stock two, GWW) | 0.210448 | 2023-08-29 | 705.672745 | 0.0 | 2023-09-05 | 681.788574 | 0.0 | 5.026370 | 0.033846 | Short | Closed |
| 22 | 22 | (entries/exits stock two, GWW) | 0.237913 | 2023-09-05 | 680.698334 | 0.0 | 2023-09-28 | 686.951046 | 0.0 | 1.487602 | 0.009186 | Long | Closed |
| 23 | 23 | (entries/exits stock two, GWW) | 0.240447 | 2023-09-28 | 688.101280 | 0.0 | 2023-10-24 | 677.978336 | 0.0 | 2.434035 | 0.014711 | Short | Closed |
| 24 | 24 | (entries/exits stock two, GWW) | 0.239669 | 2023-10-24 | 675.114992 | 0.0 | 2023-11-01 | 727.745347 | 0.0 | 12.613881 | 0.077958 | Long | Closed |
| 25 | 25 | (entries/exits stock two, GWW) | 0.314580 | 2023-11-01 | 773.373146 | 0.0 | 2024-04-11 | 934.100589 | 0.0 | -50.561622 | -0.207827 | Short | Closed |
| 26 | 26 | (entries/exits stock two, GWW) | 0.263585 | 2024-04-11 | 950.568426 | 0.0 | 2024-05-22 | 951.432460 | 0.0 | 0.227746 | 0.000909 | Long | Closed |
| 27 | 27 | (entries/exits stock two, GWW) | 0.223315 | 2024-05-22 | 953.579773 | 0.0 | 2024-05-29 | 902.039487 | 0.0 | 11.509718 | 0.054049 | Short | Closed |
| 28 | 28 | (entries/exits stock two, GWW) | 0.263854 | 2024-05-29 | 899.579299 | 0.0 | 2024-07-15 | 927.641833 | 0.0 | 7.404422 | 0.031195 | Long | Closed |
| 29 | 29 | (entries/exits stock two, GWW) | 0.262180 | 2024-07-15 | 935.970366 | 0.0 | 2024-09-03 | 952.552612 | 0.0 | -4.347526 | -0.017717 | Short | Closed |
| 30 | 30 | (entries/exits stock two, GWW) | 0.234728 | 2024-09-03 | 951.592890 | 0.0 | 2024-09-11 | 979.815237 | 0.0 | 6.624582 | 0.029658 | Long | Closed |
| 31 | 31 | (entries/exits stock two, GWW) | 0.295927 | 2024-09-11 | 1007.437778 | 0.0 | 2024-12-09 | 1145.855703 | 0.0 | -40.961658 | -0.137396 | Short | Closed |
| 32 | 32 | (entries/exits stock two, GWW) | 0.273006 | 2024-12-09 | 1140.035534 | 0.0 | 2025-01-16 | 1099.661958 | 0.0 | -11.022236 | -0.035414 | Long | Closed |
| 33 | 33 | (entries/exits stock two, GWW) | 0.243191 | 2025-01-16 | 1103.615489 | 0.0 | 2025-01-31 | 1057.092701 | 0.0 | 11.313927 | 0.042155 | Short | Closed |
| 34 | 34 | (entries/exits stock two, GWW) | 0.420762 | 2025-01-31 | 1021.539652 | 0.0 | 2025-04-11 | 989.610763 | 0.0 | -13.434477 | -0.031256 | Long | Closed |
| 35 | 35 | (entries/exits stock two, GWW) | 0.275830 | 2025-04-11 | 989.554586 | 0.0 | 2025-04-17 | 998.125061 | 0.0 | -2.363993 | -0.008661 | Short | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 13621.690317 |
| Total Return [%] | 36.216903 |
| Max Gross Exposure [%] | 123.093687 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 30.179393 |
| Max Drawdown Duration | 107 days 00:00:00 |
| Profit Factor | 1.566187 |
| Expectancy | 7.248566 |
| Sharpe Ratio | 0.883634 |
| Calmar Ratio | 0.875851 |
| Omega Ratio | 1.184227 |
| Sortino Ratio | 1.138636 |
| Skew | -2.784275 |
| Kurtosis | 41.099848 |
| Tail Ratio | 1.109357 |
| Common Sense Ratio | 1.40259 |
| Value at Risk | -0.016477 |
| Alpha | 0.47923 |
| Beta | -0.28753 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, FI) | 84.574051 | 2023-10-24 | 115.331303 | 0.0 | 2023-11-01 | 114.902034 | 0.0 | 36.305038 | 0.003722 | Short | Closed |
| 1 | 1 | (entries/exits, FI) | 83.899263 | 2023-11-01 | 115.811858 | 0.0 | 2024-04-11 | 152.594289 | 0.0 | 3086.018851 | 0.317605 | Long | Closed |
| 2 | 2 | (entries/exits, FI) | 100.544402 | 2024-04-11 | 152.944154 | 0.0 | 2024-05-22 | 152.766931 | 0.0 | 17.818772 | 0.001159 | Short | Closed |
| 3 | 3 | (entries/exits, FI) | 79.134638 | 2024-05-22 | 152.551914 | 0.0 | 2024-05-29 | 147.822437 | 0.0 | -374.265394 | -0.031002 | Long | Closed |
| 4 | 4 | (entries/exits, FI) | 91.395666 | 2024-05-29 | 147.917309 | 0.0 | 2024-07-15 | 154.440870 | 0.0 | -596.225219 | -0.044103 | Short | Closed |
| 5 | 5 | (entries/exits, FI) | 72.883724 | 2024-07-15 | 155.446465 | 0.0 | 2024-09-03 | 173.669736 | 0.0 | 1328.179914 | 0.117232 | Long | Closed |
| 6 | 6 | (entries/exits, FI) | 74.495426 | 2024-09-03 | 173.783367 | 0.0 | 2024-09-11 | 171.055742 | 0.0 | 203.195608 | 0.015696 | Short | Closed |
| 7 | 7 | (entries/exits, FI) | 75.412117 | 2024-09-11 | 171.709921 | 0.0 | 2024-12-09 | 202.692486 | 0.0 | 2336.460801 | 0.180435 | Long | Closed |
| 8 | 8 | (entries/exits, FI) | 84.678069 | 2024-12-09 | 202.991896 | 0.0 | 2025-01-16 | 206.214064 | 0.0 | -272.846971 | -0.015873 | Short | Closed |
| 9 | 9 | (entries/exits, FI) | 69.520836 | 2025-01-16 | 206.270488 | 0.0 | 2025-01-31 | 216.021082 | 0.0 | 677.869466 | 0.047271 | Long | Closed |
| 10 | 10 | (entries/exits, FI) | 122.066947 | 2025-01-31 | 214.774348 | 0.0 | 2025-04-11 | 213.788448 | 0.0 | 120.345801 | 0.004590 | Short | Closed |
| 11 | 11 | (entries/exits, FI) | 75.390801 | 2025-04-11 | 206.606411 | 0.0 | 2025-06-13 | 163.575873 | 0.0 | -3244.106720 | -0.208273 | Long | Closed |
| 12 | 12 | (entries/exits, FI) | 89.481597 | 2025-06-13 | 163.726193 | 0.0 | 2025-07-23 | 148.622791 | 0.0 | 1351.476572 | 0.092248 | Short | Closed |
| 13 | 13 | (entries/exits, FI) | 92.818510 | 2025-07-23 | 142.983868 | 0.0 | 2025-08-01 | 135.350264 | 0.0 | -708.539794 | -0.053388 | Long | Closed |
| 14 | 14 | (entries/exits, FI) | 105.281292 | 2025-08-01 | 135.326683 | 0.0 | 2025-09-04 | 136.259056 | 0.0 | -98.161451 | -0.006890 | Short | Closed |
| 15 | 15 | (entries/exits, FI) | 93.407776 | 2025-09-04 | 136.166313 | 0.0 | 2025-09-11 | 135.700103 | 0.0 | -43.547609 | -0.003424 | Long | Open |
| 16 | 16 | (entries/exits stock two, GWW) | 1.118393 | 2023-10-24 | 675.122093 | 0.0 | 2023-11-01 | 727.863110 | 0.0 | 58.985207 | 0.078121 | Long | Closed |
| 17 | 17 | (entries/exits stock two, GWW) | 1.467644 | 2023-11-01 | 772.733316 | 0.0 | 2024-04-11 | 932.056238 | 0.0 | -233.829395 | -0.206181 | Short | Closed |
| 18 | 18 | (entries/exits stock two, GWW) | 1.184127 | 2024-04-11 | 950.763419 | 0.0 | 2024-05-22 | 951.570193 | 0.0 | 0.955324 | 0.000849 | Long | Closed |
| 19 | 19 | (entries/exits stock two, GWW) | 1.016487 | 2024-05-22 | 953.520025 | 0.0 | 2024-05-29 | 902.014968 | 0.0 | 52.354199 | 0.054016 | Short | Closed |
| 20 | 20 | (entries/exits stock two, GWW) | 1.193946 | 2024-05-29 | 899.662834 | 0.0 | 2024-07-15 | 927.929595 | 0.0 | 33.748978 | 0.031419 | Long | Closed |
| 21 | 21 | (entries/exits stock two, GWW) | 1.197154 | 2024-07-15 | 935.779632 | 0.0 | 2024-09-03 | 952.722017 | 0.0 | -20.282645 | -0.018105 | Short | Closed |
| 22 | 22 | (entries/exits stock two, GWW) | 1.066524 | 2024-09-03 | 951.626422 | 0.0 | 2024-09-11 | 979.856905 | 0.0 | 30.108493 | 0.029666 | Long | Closed |
| 23 | 23 | (entries/exits stock two, GWW) | 1.334341 | 2024-09-11 | 1006.504208 | 0.0 | 2024-12-09 | 1145.202033 | 0.0 | -185.070239 | -0.137802 | Short | Closed |
| 24 | 24 | (entries/exits stock two, GWW) | 1.205711 | 2024-12-09 | 1140.808154 | 0.0 | 2025-01-16 | 1099.854334 | 0.0 | -49.378486 | -0.035899 | Long | Closed |
| 25 | 25 | (entries/exits stock two, GWW) | 1.080114 | 2025-01-16 | 1103.544710 | 0.0 | 2025-01-31 | 1057.044052 | 0.0 | 50.226034 | 0.042138 | Short | Closed |
| 26 | 26 | (entries/exits stock two, GWW) | 1.829504 | 2025-01-31 | 1022.889048 | 0.0 | 2025-04-11 | 989.641925 | 0.0 | -60.825753 | -0.032503 | Long | Closed |
| 27 | 27 | (entries/exits stock two, GWW) | 1.521483 | 2025-04-11 | 999.503252 | 0.0 | 2025-06-13 | 1054.867659 | 0.0 | -84.235989 | -0.055392 | Short | Closed |
| 28 | 28 | (entries/exits stock two, GWW) | 1.064567 | 2025-06-13 | 1057.306728 | 0.0 | 2025-07-23 | 1042.215676 | 0.0 | -16.065443 | -0.014273 | Long | Closed |
| 29 | 29 | (entries/exits stock two, GWW) | 1.025993 | 2025-07-23 | 1042.466622 | 0.0 | 2025-08-01 | 935.155741 | 0.0 | 110.100176 | 0.102939 | Short | Closed |
| 30 | 30 | (entries/exits stock two, GWW) | 1.181489 | 2025-08-01 | 933.464932 | 0.0 | 2025-09-04 | 1019.883688 | 0.0 | 102.102803 | 0.092578 | Long | Closed |
| 31 | 31 | (entries/exits stock two, GWW) | 1.017618 | 2025-09-04 | 1026.650341 | 0.0 | 2025-09-11 | 1014.052895 | 0.0 | 12.819389 | 0.012270 | Short | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 13252.458538 |
| Total Return [%] | 32.524585 |
| Max Gross Exposure [%] | 3133.754796 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 16.915161 |
| Max Drawdown Duration | 203 days 00:00:00 |
| Profit Factor | 1.467429 |
| Expectancy | 5.709237 |
| Sharpe Ratio | 1.084721 |
| Calmar Ratio | 1.408409 |
| Omega Ratio | 1.188985 |
| Sortino Ratio | 1.797828 |
| Skew | 1.453861 |
| Kurtosis | 12.299131 |
| Tail Ratio | 1.322626 |
| Common Sense Ratio | 1.637722 |
| Value at Risk | -0.012781 |
| Alpha | 0.221774 |
| Beta | 0.104943 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, FITB) | 186.501715 | 2022-12-28 | 29.677701 | 0.0 | 2023-03-09 | 29.708373 | 0.0 | -5.720423 | -0.001034 | Short | Closed |
| 1 | 1 | (entries/exits, FITB) | 184.715263 | 2023-03-09 | 27.281082 | 0.0 | 2023-04-19 | 25.230296 | 0.0 | -378.811431 | -0.075172 | Long | Closed |
| 2 | 2 | (entries/exits, FITB) | 147.020168 | 2023-04-19 | 25.525109 | 0.0 | 2023-04-25 | 23.398071 | 0.0 | 312.717433 | 0.083331 | Short | Closed |
| 3 | 3 | (entries/exits, FITB) | 204.016628 | 2023-04-25 | 23.094700 | 0.0 | 2023-06-07 | 24.306572 | 0.0 | 247.242011 | 0.052474 | Long | Closed |
| 4 | 4 | (entries/exits, FITB) | 203.117634 | 2023-06-07 | 24.751365 | 0.0 | 2023-08-07 | 26.114302 | 0.0 | -276.836517 | -0.055065 | Short | Closed |
| 5 | 5 | (entries/exits, FITB) | 180.507260 | 2023-08-07 | 26.027146 | 0.0 | 2023-09-11 | 24.451357 | 0.0 | -284.441218 | -0.060544 | Long | Closed |
| 6 | 6 | (entries/exits, FITB) | 209.315054 | 2023-09-11 | 24.233315 | 0.0 | 2023-10-20 | 22.221626 | 0.0 | 421.076831 | 0.083013 | Short | Closed |
| 7 | 7 | (entries/exits, FITB) | 191.800829 | 2023-10-20 | 21.797917 | 0.0 | 2023-11-02 | 23.389370 | 0.0 | 305.242080 | 0.073009 | Long | Closed |
| 8 | 8 | (entries/exits, FITB) | 191.476275 | 2023-11-02 | 23.533511 | 0.0 | 2023-11-09 | 23.330461 | 0.0 | 38.879270 | 0.008628 | Short | Closed |
| 9 | 9 | (entries/exits, FITB) | 188.078743 | 2023-11-09 | 23.250011 | 0.0 | 2023-12-01 | 28.098399 | 0.0 | 911.878692 | 0.208533 | Long | Closed |
| 10 | 10 | (entries/exits, FITB) | 174.615049 | 2023-12-01 | 29.009409 | 0.0 | 2024-01-16 | 31.749236 | 0.0 | -478.414905 | -0.094446 | Short | Closed |
| 11 | 11 | (entries/exits, FITB) | 138.604600 | 2024-01-16 | 31.830142 | 0.0 | 2024-02-02 | 32.085659 | 0.0 | 35.415904 | 0.008028 | Long | Closed |
| 12 | 12 | (entries/exits, FITB) | 176.308128 | 2024-02-02 | 32.232477 | 0.0 | 2024-04-04 | 33.632319 | 0.0 | -246.803459 | -0.043430 | Short | Closed |
| 13 | 13 | (entries/exits, FITB) | 143.006736 | 2024-04-04 | 33.650473 | 0.0 | 2024-04-19 | 34.623901 | 0.0 | 139.206773 | 0.028928 | Long | Closed |
| 14 | 14 | (entries/exits, FITB) | 146.146705 | 2024-04-19 | 34.820987 | 0.0 | 2024-05-13 | 36.423123 | 0.0 | -234.146891 | -0.046011 | Short | Closed |
| 15 | 15 | (entries/exits, FITB) | 160.610304 | 2024-05-13 | 36.232334 | 0.0 | 2024-06-24 | 35.074011 | 0.0 | -186.038572 | -0.031969 | Long | Closed |
| 16 | 16 | (entries/exits, FITB) | 167.482930 | 2024-06-24 | 35.379152 | 0.0 | 2024-08-12 | 37.602551 | 0.0 | -372.381521 | -0.062845 | Short | Closed |
| 17 | 17 | (entries/exits, FITB) | 128.871344 | 2024-08-12 | 37.574754 | 0.0 | 2024-08-23 | 40.529829 | 0.0 | 380.824487 | 0.078645 | Long | Closed |
| 18 | 18 | (entries/exits, FITB) | 130.169971 | 2024-08-23 | 40.570574 | 0.0 | 2024-09-12 | 39.768701 | 0.0 | 104.379792 | 0.019765 | Short | Closed |
| 19 | 19 | (entries/exits, FITB) | 122.518084 | 2024-09-12 | 39.720964 | 0.0 | 2024-09-19 | 42.070847 | 0.0 | 287.903168 | 0.059160 | Long | Closed |
| 20 | 20 | (entries/exits, FITB) | 123.703966 | 2024-09-19 | 42.053786 | 0.0 | 2024-10-01 | 40.756056 | 0.0 | 160.534302 | 0.030859 | Short | Closed |
| 21 | 21 | (entries/exits, FITB) | 124.945942 | 2024-10-01 | 40.736264 | 0.0 | 2024-10-11 | 42.616631 | 0.0 | 234.944282 | 0.046160 | Long | Closed |
| 22 | 22 | (entries/exits, FITB) | 126.650382 | 2024-10-11 | 42.637106 | 0.0 | 2024-10-31 | 42.565632 | 0.0 | 9.052247 | 0.001676 | Short | Closed |
| 23 | 23 | (entries/exits, FITB) | 126.702675 | 2024-10-31 | 42.469204 | 0.0 | 2024-11-06 | 45.573027 | 0.0 | 393.262614 | 0.073084 | Long | Closed |
| 24 | 24 | (entries/exits, FITB) | 125.511968 | 2024-11-06 | 45.570964 | 0.0 | 2024-11-20 | 45.086499 | 0.0 | 60.806083 | 0.010631 | Short | Open |
| 25 | 25 | (entries/exits stock two, GEN) | 368.069985 | 2022-12-28 | 19.648744 | 0.0 | 2023-03-09 | 17.474473 | 0.0 | -800.283859 | -0.110657 | Long | Closed |
| 26 | 26 | (entries/exits stock two, GEN) | 397.174645 | 2023-03-09 | 16.606601 | 0.0 | 2023-04-19 | 16.720943 | 0.0 | -45.413807 | -0.006885 | Short | Closed |
| 27 | 27 | (entries/exits stock two, GEN) | 310.879083 | 2023-04-19 | 16.942695 | 0.0 | 2023-04-25 | 16.464615 | 0.0 | -148.624996 | -0.028217 | Long | Closed |
| 28 | 28 | (entries/exits stock two, GEN) | 422.197857 | 2023-04-25 | 16.233416 | 0.0 | 2023-06-07 | 16.780168 | 0.0 | -230.837658 | -0.033681 | Short | Closed |
| 29 | 29 | (entries/exits stock two, GEN) | 353.646702 | 2023-06-07 | 17.067351 | 0.0 | 2023-08-07 | 19.797831 | 0.0 | 965.625410 | 0.159983 | Long | Closed |
| 30 | 30 | (entries/exits stock two, GEN) | 347.802476 | 2023-08-07 | 20.043012 | 0.0 | 2023-09-11 | 18.775279 | 0.0 | 440.920781 | 0.063251 | Short | Closed |
| 31 | 31 | (entries/exits stock two, GEN) | 361.758920 | 2023-09-11 | 18.393937 | 0.0 | 2023-10-20 | 16.584576 | 0.0 | -654.552381 | -0.098367 | Long | Closed |
| 32 | 32 | (entries/exits stock two, GEN) | 370.004304 | 2023-10-20 | 16.462034 | 0.0 | 2023-11-02 | 16.507631 | 0.0 | -16.871250 | -0.002770 | Short | Closed |
| 33 | 33 | (entries/exits stock two, GEN) | 354.497411 | 2023-11-02 | 16.520447 | 0.0 | 2023-11-09 | 18.228558 | 0.0 | 605.520748 | 0.103394 | Long | Closed |
| 34 | 34 | (entries/exits stock two, GEN) | 349.440536 | 2023-11-09 | 18.278312 | 0.0 | 2023-12-01 | 21.267172 | 0.0 | -1044.429107 | -0.163520 | Short | Closed |
| 35 | 35 | (entries/exits stock two, GEN) | 302.888658 | 2023-12-01 | 21.637449 | 0.0 | 2024-01-16 | 22.351763 | 0.0 | 216.357619 | 0.033013 | Long | Closed |
| 36 | 36 | (entries/exits stock two, GEN) | 283.926507 | 2024-01-16 | 22.415551 | 0.0 | 2024-02-02 | 20.813958 | 0.0 | 454.734752 | 0.071450 | Short | Closed |
| 37 | 37 | (entries/exits stock two, GEN) | 345.086160 | 2024-02-02 | 20.593359 | 0.0 | 2024-04-04 | 21.396320 | 0.0 | 277.091004 | 0.038991 | Long | Closed |
| 38 | 38 | (entries/exits stock two, GEN) | 334.367086 | 2024-04-04 | 21.303993 | 0.0 | 2024-04-19 | 20.012312 | 0.0 | 431.895718 | 0.060631 | Short | Closed |
| 39 | 39 | (entries/exits stock two, GEN) | 342.377505 | 2024-04-19 | 19.941932 | 0.0 | 2024-05-13 | 23.122005 | 0.0 | 1088.785477 | 0.159467 | Long | Closed |
| 40 | 40 | (entries/exits stock two, GEN) | 364.226340 | 2024-05-13 | 23.436148 | 0.0 | 2024-06-24 | 23.708408 | 0.0 | -99.164449 | -0.011617 | Short | Closed |
| 41 | 41 | (entries/exits stock two, GEN) | 326.053414 | 2024-06-24 | 23.638960 | 0.0 | 2024-08-12 | 24.169828 | 0.0 | 173.091080 | 0.022457 | Long | Closed |
| 42 | 42 | (entries/exits stock two, GEN) | 294.277410 | 2024-08-12 | 24.113307 | 0.0 | 2024-08-23 | 25.262166 | 0.0 | -338.083172 | -0.047644 | Short | Closed |
| 43 | 43 | (entries/exits stock two, GEN) | 280.625472 | 2024-08-23 | 25.285201 | 0.0 | 2024-09-12 | 25.799535 | 0.0 | 144.335011 | 0.020341 | Long | Closed |
| 44 | 44 | (entries/exits stock two, GEN) | 272.857857 | 2024-09-12 | 25.808839 | 0.0 | 2024-09-19 | 26.411268 | 0.0 | -164.377411 | -0.023342 | Short | Closed |
| 45 | 45 | (entries/exits stock two, GEN) | 272.891257 | 2024-09-19 | 26.410691 | 0.0 | 2024-10-01 | 26.731814 | 0.0 | 87.631552 | 0.012159 | Long | Closed |
| 46 | 46 | (entries/exits stock two, GEN) | 275.352485 | 2024-10-01 | 26.729668 | 0.0 | 2024-10-11 | 27.270454 | 0.0 | -148.906903 | -0.020232 | Short | Closed |
| 47 | 47 | (entries/exits stock two, GEN) | 278.882516 | 2024-10-11 | 27.244387 | 0.0 | 2024-10-31 | 28.556929 | 0.0 | 366.045112 | 0.048177 | Long | Closed |
| 48 | 48 | (entries/exits stock two, GEN) | 271.513220 | 2024-10-31 | 28.584944 | 0.0 | 2024-11-06 | 28.619534 | 0.0 | -9.391704 | -0.001210 | Short | Closed |
| 49 | 49 | (entries/exits stock two, GEN) | 274.883378 | 2024-11-06 | 28.639986 | 0.0 | 2024-11-20 | 29.082319 | 0.0 | 121.589939 | 0.015445 | Long | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 18029.037119 |
| Total Return [%] | 80.290371 |
| Max Gross Exposure [%] | 3467.712196 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 8.93485 |
| Max Drawdown Duration | 90 days 00:00:00 |
| Profit Factor | 2.078463 |
| Expectancy | 15.085103 |
| Sharpe Ratio | 2.367778 |
| Calmar Ratio | 6.312537 |
| Omega Ratio | 1.45321 |
| Sortino Ratio | 4.522648 |
| Skew | 2.169345 |
| Kurtosis | 13.408488 |
| Tail Ratio | 1.461595 |
| Common Sense Ratio | 2.285957 |
| Value at Risk | -0.011684 |
| Alpha | 0.61465 |
| Beta | -0.058393 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, FITB) | 199.402875 | 2023-05-31 | 22.141899 | 0.0 | 2023-06-07 | 24.654137 | 0.0 | 500.947565 | 0.113461 | Long | Closed |
| 1 | 1 | (entries/exits, FITB) | 251.094605 | 2023-06-07 | 24.749712 | 0.0 | 2023-08-07 | 26.109092 | 0.0 | -341.333015 | -0.054925 | Short | Closed |
| 2 | 2 | (entries/exits, FITB) | 219.844043 | 2023-08-07 | 26.040557 | 0.0 | 2023-09-11 | 24.452135 | 0.0 | -349.205120 | -0.060998 | Long | Closed |
| 3 | 3 | (entries/exits, FITB) | 257.528337 | 2023-09-11 | 24.226777 | 0.0 | 2023-10-20 | 22.225915 | 0.0 | 515.278670 | 0.082589 | Short | Closed |
| 4 | 4 | (entries/exits, FITB) | 235.132078 | 2023-10-20 | 21.798542 | 0.0 | 2023-11-02 | 23.392312 | 0.0 | 374.746585 | 0.073114 | Long | Closed |
| 5 | 5 | (entries/exits, FITB) | 235.408613 | 2023-11-02 | 23.532109 | 0.0 | 2023-11-09 | 23.333267 | 0.0 | 46.809078 | 0.008450 | Short | Closed |
| 6 | 6 | (entries/exits, FITB) | 230.928450 | 2023-11-09 | 23.249877 | 0.0 | 2023-12-01 | 28.119679 | 0.0 | 1124.575751 | 0.209455 | Long | Closed |
| 7 | 7 | (entries/exits, FITB) | 216.994742 | 2023-12-01 | 29.012354 | 0.0 | 2024-01-16 | 31.748134 | 0.0 | -593.649781 | -0.094297 | Short | Closed |
| 8 | 8 | (entries/exits, FITB) | 170.834161 | 2024-01-16 | 31.828891 | 0.0 | 2024-02-02 | 32.083273 | 0.0 | 43.457042 | 0.007992 | Long | Closed |
| 9 | 9 | (entries/exits, FITB) | 217.844348 | 2024-02-02 | 32.233844 | 0.0 | 2024-04-04 | 33.634457 | 0.0 | -305.115634 | -0.043452 | Short | Closed |
| 10 | 10 | (entries/exits, FITB) | 175.262483 | 2024-04-04 | 33.652541 | 0.0 | 2024-04-19 | 34.624175 | 0.0 | 170.291030 | 0.028873 | Long | Closed |
| 11 | 11 | (entries/exits, FITB) | 179.257997 | 2024-04-19 | 34.812750 | 0.0 | 2024-05-13 | 36.420970 | 0.0 | -288.286187 | -0.046196 | Short | Closed |
| 12 | 12 | (entries/exits, FITB) | 195.145978 | 2024-05-13 | 36.241680 | 0.0 | 2024-06-24 | 35.071562 | 0.0 | -228.343679 | -0.032287 | Long | Closed |
| 13 | 13 | (entries/exits, FITB) | 205.033589 | 2024-06-24 | 35.380813 | 0.0 | 2024-08-12 | 37.600575 | 0.0 | -455.125623 | -0.062739 | Short | Closed |
| 14 | 14 | (entries/exits, FITB) | 157.000795 | 2024-08-12 | 37.573716 | 0.0 | 2024-08-23 | 40.534092 | 0.0 | 464.781492 | 0.078788 | Long | Closed |
| 15 | 15 | (entries/exits, FITB) | 159.386986 | 2024-08-23 | 40.568876 | 0.0 | 2024-09-12 | 39.768999 | 0.0 | 127.490062 | 0.019717 | Short | Closed |
| 16 | 16 | (entries/exits, FITB) | 149.854250 | 2024-09-12 | 39.720874 | 0.0 | 2024-09-19 | 42.072128 | 0.0 | 352.345422 | 0.059194 | Long | Closed |
| 17 | 17 | (entries/exits, FITB) | 151.690092 | 2024-09-19 | 42.052877 | 0.0 | 2024-10-01 | 40.756723 | 0.0 | 196.613714 | 0.030822 | Short | Closed |
| 18 | 18 | (entries/exits, FITB) | 153.117924 | 2024-10-01 | 40.736232 | 0.0 | 2024-10-11 | 42.618520 | 0.0 | 288.212054 | 0.046207 | Long | Closed |
| 19 | 19 | (entries/exits, FITB) | 155.912128 | 2024-10-11 | 42.637236 | 0.0 | 2024-10-31 | 42.566622 | 0.0 | 11.009640 | 0.001656 | Short | Closed |
| 20 | 20 | (entries/exits, FITB) | 155.230313 | 2024-10-31 | 42.470685 | 0.0 | 2024-11-06 | 45.574607 | 0.0 | 481.822738 | 0.073084 | Long | Closed |
| 21 | 21 | (entries/exits, FITB) | 160.977922 | 2024-11-06 | 45.602697 | 0.0 | 2024-12-04 | 45.633769 | 0.0 | -5.001835 | -0.000681 | Short | Closed |
| 22 | 22 | (entries/exits, FITB) | 178.993888 | 2024-12-04 | 45.190315 | 0.0 | 2025-01-07 | 42.065861 | 0.0 | -559.258157 | -0.069140 | Long | Closed |
| 23 | 23 | (entries/exits, FITB) | 177.873735 | 2025-01-07 | 42.065509 | 0.0 | 2025-01-10 | 40.364944 | 0.0 | 302.485716 | 0.040427 | Short | Closed |
| 24 | 24 | (entries/exits, FITB) | 185.153007 | 2025-01-10 | 40.364944 | 0.0 | 2025-01-14 | 42.094244 | 0.0 | 320.184971 | 0.042842 | Long | Closed |
| 25 | 25 | (entries/exits, FITB) | 201.058076 | 2025-01-14 | 42.203582 | 0.0 | 2025-02-10 | 42.671675 | 0.0 | -94.113999 | -0.011091 | Short | Closed |
| 26 | 26 | (entries/exits, FITB) | 226.685652 | 2025-02-10 | 41.895653 | 0.0 | 2025-04-02 | 39.321550 | 0.0 | -583.512144 | -0.061441 | Long | Closed |
| 27 | 27 | (entries/exits, FITB) | 192.724750 | 2025-04-02 | 39.266846 | 0.0 | 2025-04-03 | 35.153839 | 0.0 | 792.678166 | 0.104745 | Short | Closed |
| 28 | 28 | (entries/exits, FITB) | 260.366881 | 2025-04-03 | 34.905343 | 0.0 | 2025-04-17 | 33.983136 | 0.0 | -240.112035 | -0.026420 | Long | Open |
| 29 | 29 | (entries/exits stock two, GEN) | 341.451079 | 2023-05-31 | 16.769847 | 0.0 | 2023-06-07 | 16.990110 | 0.0 | -75.208972 | -0.013134 | Short | Closed |
| 30 | 30 | (entries/exits stock two, GEN) | 397.580964 | 2023-06-07 | 17.071371 | 0.0 | 2023-08-07 | 19.777926 | 0.0 | 1076.075015 | 0.158544 | Long | Closed |
| 31 | 31 | (entries/exits stock two, GEN) | 383.971469 | 2023-08-07 | 20.045706 | 0.0 | 2023-09-11 | 18.773332 | 0.0 | 488.555327 | 0.063474 | Short | Closed |
| 32 | 32 | (entries/exits stock two, GEN) | 403.408841 | 2023-09-11 | 18.384458 | 0.0 | 2023-10-20 | 16.588715 | 0.0 | -724.418486 | -0.097677 | Long | Closed |
| 33 | 33 | (entries/exits stock two, GEN) | 410.380559 | 2023-10-20 | 16.463066 | 0.0 | 2023-11-02 | 16.508394 | 0.0 | -18.602072 | -0.002753 | Short | Closed |
| 34 | 34 | (entries/exits stock two, GEN) | 394.998346 | 2023-11-02 | 16.520803 | 0.0 | 2023-11-09 | 18.225877 | 0.0 | 673.501685 | 0.103208 | Long | Closed |
| 35 | 35 | (entries/exits stock two, GEN) | 388.394370 | 2023-11-09 | 18.279314 | 0.0 | 2023-12-01 | 21.278345 | 0.0 | -1164.806974 | -0.164067 | Short | Closed |
| 36 | 36 | (entries/exits stock two, GEN) | 340.994189 | 2023-12-01 | 21.638375 | 0.0 | 2024-01-16 | 22.348997 | 0.0 | 242.317965 | 0.032841 | Long | Closed |
| 37 | 37 | (entries/exits stock two, GEN) | 316.767869 | 2024-01-16 | 22.415121 | 0.0 | 2024-02-02 | 20.808602 | 0.0 | 508.893551 | 0.071671 | Short | Closed |
| 38 | 38 | (entries/exits stock two, GEN) | 387.636460 | 2024-02-02 | 20.595720 | 0.0 | 2024-04-04 | 21.393786 | 0.0 | 309.359378 | 0.038749 | Long | Closed |
| 39 | 39 | (entries/exits stock two, GEN) | 370.903126 | 2024-04-04 | 21.306300 | 0.0 | 2024-04-19 | 20.011282 | 0.0 | 480.326376 | 0.060781 | Short | Closed |
| 40 | 40 | (entries/exits stock two, GEN) | 381.419744 | 2024-04-19 | 19.941166 | 0.0 | 2024-05-13 | 23.108329 | 0.0 | 1208.018641 | 0.158825 | Long | Closed |
| 41 | 41 | (entries/exits stock two, GEN) | 401.119712 | 2024-05-13 | 23.433993 | 0.0 | 2024-06-24 | 23.706658 | 0.0 | -109.371350 | -0.011635 | Short | Closed |
| 42 | 42 | (entries/exits stock two, GEN) | 362.367237 | 2024-06-24 | 23.643014 | 0.0 | 2024-08-12 | 24.174104 | 0.0 | 192.449455 | 0.022463 | Long | Closed |
| 43 | 43 | (entries/exits stock two, GEN) | 324.297141 | 2024-08-12 | 24.112924 | 0.0 | 2024-08-23 | 25.263400 | 0.0 | -373.096000 | -0.047712 | Short | Closed |
| 44 | 44 | (entries/exits stock two, GEN) | 311.081644 | 2024-08-23 | 25.285175 | 0.0 | 2024-09-12 | 25.799118 | 0.0 | 159.878423 | 0.020326 | Long | Closed |
| 45 | 45 | (entries/exits stock two, GEN) | 301.765980 | 2024-09-12 | 25.808827 | 0.0 | 2024-09-19 | 26.411665 | 0.0 | -181.916056 | -0.023358 | Short | Closed |
| 46 | 46 | (entries/exits stock two, GEN) | 302.853371 | 2024-09-19 | 26.410373 | 0.0 | 2024-10-01 | 26.731874 | 0.0 | 97.367731 | 0.012173 | Long | Closed |
| 47 | 47 | (entries/exits stock two, GEN) | 305.235970 | 2024-10-01 | 26.729673 | 0.0 | 2024-10-11 | 27.270584 | 0.0 | -165.105577 | -0.020236 | Short | Closed |
| 48 | 48 | (entries/exits stock two, GEN) | 310.631346 | 2024-10-11 | 27.242307 | 0.0 | 2024-10-31 | 28.553424 | 0.0 | 407.274027 | 0.048128 | Long | Closed |
| 49 | 49 | (entries/exits stock two, GEN) | 300.910570 | 2024-10-31 | 28.585734 | 0.0 | 2024-11-06 | 28.619613 | 0.0 | -10.194658 | -0.001185 | Short | Closed |
| 50 | 50 | (entries/exits stock two, GEN) | 309.319609 | 2024-11-06 | 28.660768 | 0.0 | 2024-12-04 | 31.201831 | 0.0 | 786.000540 | 0.088660 | Long | Closed |
| 51 | 51 | (entries/exits stock two, GEN) | 363.117686 | 2024-12-04 | 30.712250 | 0.0 | 2025-01-07 | 26.704872 | 0.0 | 1455.149975 | 0.130481 | Short | Closed |
| 52 | 52 | (entries/exits stock two, GEN) | 356.800297 | 2025-01-07 | 26.637178 | 0.0 | 2025-01-10 | 26.557892 | 0.0 | -28.289462 | -0.002977 | Long | Closed |
| 53 | 53 | (entries/exits stock two, GEN) | 366.242274 | 2025-01-10 | 26.557432 | 0.0 | 2025-01-14 | 26.794840 | 0.0 | -86.948795 | -0.008939 | Short | Closed |
| 54 | 54 | (entries/exits stock two, GEN) | 383.975013 | 2025-01-14 | 26.800118 | 0.0 | 2025-02-10 | 27.724100 | 0.0 | 354.785927 | 0.034477 | Long | Closed |
| 55 | 55 | (entries/exits stock two, GEN) | 461.922912 | 2025-02-10 | 27.576408 | 0.0 | 2025-04-02 | 26.916546 | 0.0 | 304.805562 | 0.023929 | Short | Closed |
| 56 | 56 | (entries/exits stock two, GEN) | 364.265596 | 2025-04-02 | 26.785990 | 0.0 | 2025-04-03 | 25.784367 | 0.0 | -364.856855 | -0.037394 | Long | Closed |
| 57 | 57 | (entries/exits stock two, GEN) | 470.504392 | 2025-04-03 | 25.425184 | 0.0 | 2025-04-17 | 24.327596 | 0.0 | 516.420310 | 0.043169 | Short | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 17233.638932 |
| Total Return [%] | 72.336389 |
| Max Gross Exposure [%] | 318.47172 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 9.405565 |
| Max Drawdown Duration | 91 days 00:00:00 |
| Profit Factor | 2.194038 |
| Expectancy | 15.222436 |
| Sharpe Ratio | 2.092988 |
| Calmar Ratio | 5.436907 |
| Omega Ratio | 1.413622 |
| Sortino Ratio | 4.199764 |
| Skew | 2.807095 |
| Kurtosis | 18.435649 |
| Tail Ratio | 1.165545 |
| Common Sense Ratio | 1.761572 |
| Value at Risk | -0.012614 |
| Alpha | 0.600435 |
| Beta | -0.103198 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, FITB) | 159.786047 | 2023-10-17 | 23.685269 | 0.0 | 2023-10-20 | 21.848499 | 0.0 | 293.490290 | 0.077549 | Short | Closed |
| 1 | 1 | (entries/exits, FITB) | 180.891087 | 2023-10-20 | 21.796759 | 0.0 | 2023-11-02 | 23.383905 | 0.0 | 287.100611 | 0.072816 | Long | Closed |
| 2 | 2 | (entries/exits, FITB) | 179.619901 | 2023-11-02 | 23.536123 | 0.0 | 2023-11-09 | 23.325250 | 0.0 | 37.877069 | 0.008960 | Short | Closed |
| 3 | 3 | (entries/exits, FITB) | 176.859583 | 2023-11-09 | 23.250259 | 0.0 | 2023-12-01 | 28.059028 | 0.0 | 850.476782 | 0.206826 | Long | Closed |
| 4 | 4 | (entries/exits, FITB) | 160.624739 | 2023-12-01 | 29.004447 | 0.0 | 2024-01-16 | 31.750450 | 0.0 | -441.076112 | -0.094675 | Short | Closed |
| 5 | 5 | (entries/exits, FITB) | 129.397073 | 2024-01-16 | 31.832443 | 0.0 | 2024-02-02 | 32.090068 | 0.0 | 33.335904 | 0.008093 | Long | Closed |
| 6 | 6 | (entries/exits, FITB) | 163.966303 | 2024-02-02 | 32.232202 | 0.0 | 2024-04-04 | 33.629420 | 0.0 | -229.096704 | -0.043349 | Short | Closed |
| 7 | 7 | (entries/exits, FITB) | 134.917039 | 2024-04-04 | 33.646652 | 0.0 | 2024-04-19 | 34.623392 | 0.0 | 131.778827 | 0.029029 | Long | Closed |
| 8 | 8 | (entries/exits, FITB) | 137.807300 | 2024-04-19 | 34.836740 | 0.0 | 2024-05-13 | 36.425978 | 0.0 | -219.008560 | -0.045620 | Short | Closed |
| 9 | 9 | (entries/exits, FITB) | 153.959723 | 2024-05-13 | 36.215214 | 0.0 | 2024-06-24 | 35.078481 | 0.0 | -175.011039 | -0.031388 | Long | Closed |
| 10 | 10 | (entries/exits, FITB) | 158.316572 | 2024-06-24 | 35.375931 | 0.0 | 2024-08-12 | 37.606207 | 0.0 | -353.089666 | -0.063045 | Short | Closed |
| 11 | 11 | (entries/exits, FITB) | 122.927237 | 2024-08-12 | 37.576675 | 0.0 | 2024-08-23 | 40.521911 | 0.0 | 362.049765 | 0.078379 | Long | Closed |
| 12 | 12 | (entries/exits, FITB) | 122.999848 | 2024-08-23 | 40.573751 | 0.0 | 2024-09-12 | 39.768146 | 0.0 | 99.089287 | 0.019855 | Short | Closed |
| 13 | 13 | (entries/exits, FITB) | 116.004566 | 2024-09-12 | 39.721130 | 0.0 | 2024-09-19 | 42.068458 | 0.0 | 272.300820 | 0.059095 | Long | Closed |
| 14 | 14 | (entries/exits, FITB) | 116.572560 | 2024-09-19 | 42.055484 | 0.0 | 2024-10-01 | 40.754813 | 0.0 | 151.622543 | 0.030927 | Short | Closed |
| 15 | 15 | (entries/exits, FITB) | 117.878710 | 2024-10-01 | 40.736324 | 0.0 | 2024-10-11 | 42.613114 | 0.0 | 221.233586 | 0.046072 | Long | Closed |
| 16 | 16 | (entries/exits, FITB) | 118.477637 | 2024-10-11 | 42.636855 | 0.0 | 2024-10-31 | 42.563770 | 0.0 | 8.658903 | 0.001714 | Short | Closed |
| 17 | 17 | (entries/exits, FITB) | 119.591051 | 2024-10-31 | 42.466460 | 0.0 | 2024-11-06 | 45.570080 | 0.0 | 371.165192 | 0.073084 | Long | Closed |
| 18 | 18 | (entries/exits, FITB) | 122.692444 | 2024-11-06 | 45.602929 | 0.0 | 2024-12-04 | 45.628874 | 0.0 | -3.183289 | -0.000569 | Short | Closed |
| 19 | 19 | (entries/exits, FITB) | 140.287289 | 2024-12-04 | 45.143379 | 0.0 | 2025-01-07 | 42.064992 | 0.0 | -431.858589 | -0.068191 | Long | Closed |
| 20 | 20 | (entries/exits, FITB) | 138.948189 | 2025-01-07 | 42.065670 | 0.0 | 2025-01-10 | 40.364944 | 0.0 | 236.312757 | 0.040430 | Short | Closed |
| 21 | 21 | (entries/exits, FITB) | 144.247613 | 2025-01-10 | 40.364944 | 0.0 | 2025-01-14 | 42.093220 | 0.0 | 249.299659 | 0.042816 | Long | Closed |
| 22 | 22 | (entries/exits, FITB) | 155.578210 | 2025-01-14 | 42.202068 | 0.0 | 2025-02-10 | 42.666274 | 0.0 | -72.220250 | -0.011000 | Short | Closed |
| 23 | 23 | (entries/exits, FITB) | 181.235302 | 2025-02-10 | 41.829405 | 0.0 | 2025-04-02 | 39.326110 | 0.0 | -453.685537 | -0.059845 | Long | Closed |
| 24 | 24 | (entries/exits, FITB) | 151.234753 | 2025-04-02 | 39.266846 | 0.0 | 2025-04-03 | 35.153839 | 0.0 | 622.029535 | 0.104745 | Short | Closed |
| 25 | 25 | (entries/exits, FITB) | 214.722719 | 2025-04-03 | 34.820388 | 0.0 | 2025-05-02 | 36.414795 | 0.0 | 342.355503 | 0.045789 | Long | Closed |
| 26 | 26 | (entries/exits, FITB) | 169.884492 | 2025-05-02 | 36.758942 | 0.0 | 2025-05-07 | 36.388575 | 0.0 | 62.919560 | 0.010076 | Short | Closed |
| 27 | 27 | (entries/exits, FITB) | 196.464631 | 2025-05-07 | 36.574171 | 0.0 | 2025-06-23 | 39.566732 | 0.0 | 587.932512 | 0.081822 | Long | Closed |
| 28 | 28 | (entries/exits, FITB) | 184.465208 | 2025-06-23 | 40.130324 | 0.0 | 2025-08-08 | 41.789015 | 0.0 | -305.970699 | -0.041333 | Short | Closed |
| 29 | 29 | (entries/exits, FITB) | 162.574582 | 2025-08-08 | 41.653287 | 0.0 | 2025-08-22 | 44.651336 | 0.0 | 487.406657 | 0.071976 | Long | Closed |
| 30 | 30 | (entries/exits, FITB) | 154.828874 | 2025-08-22 | 44.818817 | 0.0 | 2025-09-11 | 45.298262 | 0.0 | -74.231908 | -0.010697 | Short | Open |
| 31 | 31 | (entries/exits stock two, GEN) | 376.604160 | 2023-10-17 | 17.022635 | 0.0 | 2023-10-20 | 16.504450 | 0.0 | -195.150582 | -0.030441 | Long | Closed |
| 32 | 32 | (entries/exits stock two, GEN) | 422.814750 | 2023-10-20 | 16.460119 | 0.0 | 2023-11-02 | 16.506211 | 0.0 | -19.488337 | -0.002800 | Short | Closed |
| 33 | 33 | (entries/exits stock two, GEN) | 401.617900 | 2023-11-02 | 16.519777 | 0.0 | 2023-11-09 | 18.233565 | 0.0 | 688.288073 | 0.103742 | Long | Closed |
| 34 | 34 | (entries/exits stock two, GEN) | 398.224743 | 2023-11-09 | 18.277362 | 0.0 | 2023-12-01 | 21.243626 | 0.0 | -1181.239713 | -0.162292 | Short | Closed |
| 35 | 35 | (entries/exits stock two, GEN) | 336.550916 | 2023-12-01 | 21.635677 | 0.0 | 2024-01-16 | 22.356997 | 0.0 | 242.760912 | 0.033339 | Long | Closed |
| 36 | 36 | (entries/exits stock two, GEN) | 320.865900 | 2024-01-16 | 22.416344 | 0.0 | 2024-02-02 | 20.823890 | 0.0 | 510.964232 | 0.071040 | Short | Closed |
| 37 | 37 | (entries/exits stock two, GEN) | 384.971690 | 2024-02-02 | 20.588817 | 0.0 | 2024-04-04 | 21.401137 | 0.0 | 312.720382 | 0.039454 | Long | Closed |
| 38 | 38 | (entries/exits stock two, GEN) | 381.916407 | 2024-04-04 | 21.299713 | 0.0 | 2024-04-19 | 20.014211 | 0.0 | 490.954103 | 0.060353 | Short | Closed |
| 39 | 39 | (entries/exits stock two, GEN) | 387.946925 | 2024-04-19 | 19.943372 | 0.0 | 2024-05-13 | 23.147691 | 0.0 | 1243.105895 | 0.160671 | Long | Closed |
| 40 | 40 | (entries/exits stock two, GEN) | 421.742999 | 2024-05-13 | 23.440289 | 0.0 | 2024-06-24 | 23.711737 | 0.0 | -114.481159 | -0.011580 | Short | Closed |
| 41 | 41 | (entries/exits stock two, GEN) | 371.011055 | 2024-06-24 | 23.631172 | 0.0 | 2024-08-12 | 24.161642 | 0.0 | 196.810271 | 0.022448 | Long | Closed |
| 42 | 42 | (entries/exits stock two, GEN) | 340.227792 | 2024-08-12 | 24.114016 | 0.0 | 2024-08-23 | 25.259872 | 0.0 | -389.852055 | -0.047518 | Short | Closed |
| 43 | 43 | (entries/exits stock two, GEN) | 320.889993 | 2024-08-23 | 25.285250 | 0.0 | 2024-09-12 | 25.800313 | 0.0 | 165.278472 | 0.020370 | Long | Closed |
| 44 | 44 | (entries/exits stock two, GEN) | 313.371553 | 2024-09-12 | 25.808862 | 0.0 | 2024-09-19 | 26.410528 | 0.0 | -188.545071 | -0.023312 | Short | Closed |
| 45 | 45 | (entries/exits stock two, GEN) | 311.383579 | 2024-09-19 | 26.411287 | 0.0 | 2024-10-01 | 26.731701 | 0.0 | 99.771555 | 0.012132 | Long | Closed |
| 46 | 46 | (entries/exits stock two, GEN) | 314.861028 | 2024-10-01 | 26.729658 | 0.0 | 2024-10-11 | 27.270212 | 0.0 | -170.199377 | -0.020223 | Short | Closed |
| 47 | 47 | (entries/exits stock two, GEN) | 316.056387 | 2024-10-11 | 27.248298 | 0.0 | 2024-10-31 | 28.563507 | 0.0 | 415.680378 | 0.048268 | Long | Closed |
| 48 | 48 | (entries/exits stock two, GEN) | 310.596464 | 2024-10-31 | 28.583477 | 0.0 | 2024-11-06 | 28.619386 | 0.0 | -11.153280 | -0.001256 | Short | Closed |
| 49 | 49 | (entries/exits stock two, GEN) | 314.927005 | 2024-11-06 | 28.655809 | 0.0 | 2024-12-04 | 31.216569 | 0.0 | 806.452366 | 0.089363 | Long | Closed |
| 50 | 50 | (entries/exits stock two, GEN) | 380.555239 | 2024-12-04 | 30.670077 | 0.0 | 2025-01-07 | 26.704375 | 0.0 | 1509.168588 | 0.129302 | Short | Closed |
| 51 | 51 | (entries/exits stock two, GEN) | 373.641875 | 2025-01-07 | 26.637130 | 0.0 | 2025-01-10 | 26.557892 | 0.0 | -29.606574 | -0.002975 | Long | Closed |
| 52 | 52 | (entries/exits stock two, GEN) | 382.157358 | 2025-01-10 | 26.557476 | 0.0 | 2025-01-14 | 26.794840 | 0.0 | -90.710225 | -0.008938 | Short | Closed |
| 53 | 53 | (entries/exits stock two, GEN) | 396.387849 | 2025-01-14 | 26.799322 | 0.0 | 2025-02-10 | 27.729951 | 0.0 | 368.890190 | 0.034726 | Long | Closed |
| 54 | 54 | (entries/exits stock two, GEN) | 492.053493 | 2025-02-10 | 27.561393 | 0.0 | 2025-04-02 | 26.921569 | 0.0 | 314.827953 | 0.023215 | Short | Closed |
| 55 | 55 | (entries/exits stock two, GEN) | 383.196501 | 2025-04-02 | 26.785990 | 0.0 | 2025-04-03 | 25.784367 | 0.0 | -383.818488 | -0.037394 | Long | Closed |
| 56 | 56 | (entries/exits stock two, GEN) | 530.031020 | 2025-04-03 | 25.306562 | 0.0 | 2025-05-02 | 25.531763 | 0.0 | -119.363477 | -0.008899 | Short | Closed |
| 57 | 57 | (entries/exits stock two, GEN) | 413.640641 | 2025-05-02 | 25.713399 | 0.0 | 2025-05-07 | 27.609106 | 0.0 | 784.141564 | 0.073724 | Long | Closed |
| 58 | 58 | (entries/exits stock two, GEN) | 477.990922 | 2025-05-07 | 27.759226 | 0.0 | 2025-06-23 | 28.725886 | 0.0 | -462.054601 | -0.034823 | Short | Closed |
| 59 | 59 | (entries/exits stock two, GEN) | 423.658104 | 2025-06-23 | 28.735298 | 0.0 | 2025-08-08 | 30.273154 | 0.0 | 651.525109 | 0.053518 | Long | Closed |
| 60 | 60 | (entries/exits stock two, GEN) | 394.393157 | 2025-08-08 | 30.377633 | 0.0 | 2025-08-22 | 31.570987 | 0.0 | -470.650553 | -0.039284 | Short | Closed |
| 61 | 61 | (entries/exits stock two, GEN) | 375.042627 | 2025-08-22 | 31.519609 | 0.0 | 2025-09-11 | 29.676109 | 0.0 | -691.391026 | -0.058487 | Long | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 21714.606667 |
| Total Return [%] | 117.146067 |
| Max Gross Exposure [%] | 115.119101 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 13.814307 |
| Max Drawdown Duration | 99 days 00:00:00 |
| Profit Factor | 3.541093 |
| Expectancy | 23.963709 |
| Sharpe Ratio | 2.277498 |
| Calmar Ratio | 5.799108 |
| Omega Ratio | 1.456914 |
| Sortino Ratio | 4.119597 |
| Skew | 1.89686 |
| Kurtosis | 15.999009 |
| Tail Ratio | 1.306283 |
| Common Sense Ratio | 2.352755 |
| Value at Risk | -0.016102 |
| Alpha | 0.887144 |
| Beta | -0.027596 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, FRT) | 25.359019 | 2023-01-11 | 96.439861 | 0.0 | 2023-02-21 | 96.180680 | 0.0 | 6.572582 | 0.002687 | Short | Closed |
| 1 | 1 | (entries/exits, FRT) | 41.928628 | 2023-02-21 | 90.894622 | 0.0 | 2023-06-07 | 87.010226 | 0.0 | -162.867382 | -0.042735 | Long | Closed |
| 2 | 2 | (entries/exits, FRT) | 32.681567 | 2023-06-07 | 88.830605 | 0.0 | 2023-08-14 | 92.181625 | 0.0 | -109.516584 | -0.037724 | Short | Closed |
| 3 | 3 | (entries/exits, FRT) | 31.890569 | 2023-08-14 | 92.096435 | 0.0 | 2023-09-12 | 90.125681 | 0.0 | -62.848467 | -0.021399 | Long | Closed |
| 4 | 4 | (entries/exits, FRT) | 30.125090 | 2023-09-12 | 90.141621 | 0.0 | 2023-09-21 | 87.426756 | 0.0 | 81.785551 | 0.030118 | Short | Closed |
| 5 | 5 | (entries/exits, FRT) | 40.848353 | 2023-09-21 | 85.847800 | 0.0 | 2023-10-31 | 84.333611 | 0.0 | -61.852128 | -0.017638 | Long | Closed |
| 6 | 6 | (entries/exits, FRT) | 45.900077 | 2023-10-31 | 85.855165 | 0.0 | 2024-01-11 | 95.247599 | 0.0 | -431.113429 | -0.109399 | Short | Closed |
| 7 | 7 | (entries/exits, FRT) | 40.704992 | 2024-01-11 | 95.616951 | 0.0 | 2024-02-02 | 95.711746 | 0.0 | 3.858632 | 0.000991 | Long | Closed |
| 8 | 8 | (entries/exits, FRT) | 44.483552 | 2024-02-02 | 95.518604 | 0.0 | 2024-02-20 | 93.418289 | 0.0 | 93.429475 | 0.021989 | Short | Closed |
| 9 | 9 | (entries/exits, FRT) | 49.339613 | 2024-02-20 | 93.357942 | 0.0 | 2024-04-09 | 97.161360 | 0.0 | 187.659186 | 0.040740 | Long | Closed |
| 10 | 10 | (entries/exits, FRT) | 40.365561 | 2024-04-09 | 97.440197 | 0.0 | 2024-04-16 | 91.583838 | 0.0 | 236.395206 | 0.060102 | Short | Closed |
| 11 | 11 | (entries/exits, FRT) | 38.874199 | 2024-04-16 | 91.425262 | 0.0 | 2024-04-22 | 95.833254 | 0.0 | 171.357120 | 0.048214 | Long | Closed |
| 12 | 12 | (entries/exits, FRT) | 45.357114 | 2024-04-22 | 96.016223 | 0.0 | 2024-05-14 | 97.247982 | 0.0 | -55.869052 | -0.012829 | Short | Closed |
| 13 | 13 | (entries/exits, FRT) | 48.979178 | 2024-05-14 | 96.828750 | 0.0 | 2024-06-24 | 96.741307 | 0.0 | -4.282883 | -0.000903 | Long | Closed |
| 14 | 14 | (entries/exits, FRT) | 53.139898 | 2024-06-24 | 98.707179 | 0.0 | 2024-09-19 | 108.750620 | 0.0 | -533.707438 | -0.101750 | Short | Closed |
| 15 | 15 | (entries/exits, FRT) | 44.049928 | 2024-09-19 | 109.376435 | 0.0 | 2024-10-18 | 110.458242 | 0.0 | 47.653537 | 0.009891 | Long | Closed |
| 16 | 16 | (entries/exits, FRT) | 41.015404 | 2024-10-18 | 110.604168 | 0.0 | 2024-10-31 | 107.387203 | 0.0 | 131.945140 | 0.029085 | Short | Closed |
| 17 | 17 | (entries/exits, FRT) | 46.382421 | 2024-10-31 | 107.326075 | 0.0 | 2024-11-20 | 109.550010 | 0.0 | 103.151506 | 0.020721 | Long | Open |
| 18 | 18 | (entries/exits stock two, GEN) | 404.598688 | 2023-01-11 | 20.710558 | 0.0 | 2023-02-21 | 19.757197 | 0.0 | -385.728752 | -0.046033 | Long | Closed |
| 19 | 19 | (entries/exits stock two, GEN) | 911.513919 | 2023-02-21 | 17.660161 | 0.0 | 2023-06-07 | 16.602499 | 0.0 | 964.073226 | 0.059890 | Short | Closed |
| 20 | 20 | (entries/exits stock two, GEN) | 517.305999 | 2023-06-07 | 17.052101 | 0.0 | 2023-08-14 | 19.947075 | 0.0 | 1497.587361 | 0.169772 | Long | Closed |
| 21 | 21 | (entries/exits stock two, GEN) | 597.527037 | 2023-08-14 | 19.935630 | 0.0 | 2023-09-12 | 18.864329 | 0.0 | 640.131607 | 0.053738 | Short | Closed |
| 22 | 22 | (entries/exits stock two, GEN) | 528.969179 | 2023-09-12 | 18.738109 | 0.0 | 2023-09-21 | 18.257203 | 0.0 | -254.383988 | -0.025665 | Long | Closed |
| 23 | 23 | (entries/exits stock two, GEN) | 758.843667 | 2023-09-21 | 17.769686 | 0.0 | 2023-10-31 | 16.115787 | 0.0 | 1255.051065 | 0.093074 | Short | Closed |
| 24 | 24 | (entries/exits stock two, GEN) | 693.087161 | 2023-10-31 | 16.236566 | 0.0 | 2024-01-11 | 21.973491 | 0.0 | 3976.188560 | 0.353334 | Long | Closed |
| 25 | 25 | (entries/exits stock two, GEN) | 645.493557 | 2024-01-11 | 22.312715 | 0.0 | 2024-02-02 | 20.857714 | 0.0 | 939.193794 | 0.065210 | Short | Closed |
| 26 | 26 | (entries/exits stock two, GEN) | 697.223285 | 2024-02-02 | 20.544994 | 0.0 | 2024-02-20 | 21.117755 | 0.0 | 399.342237 | 0.027878 | Long | Closed |
| 27 | 27 | (entries/exits stock two, GEN) | 872.498158 | 2024-02-20 | 21.091493 | 0.0 | 2024-04-09 | 21.886267 | 0.0 | -693.438910 | -0.037682 | Short | Closed |
| 28 | 28 | (entries/exits stock two, GEN) | 658.412371 | 2024-04-09 | 22.018539 | 0.0 | 2024-04-16 | 19.897007 | 0.0 | -1396.842817 | -0.096352 | Long | Closed |
| 29 | 29 | (entries/exits stock two, GEN) | 668.386257 | 2024-04-16 | 19.896363 | 0.0 | 2024-04-22 | 19.945755 | 0.0 | -33.013027 | -0.002482 | Short | Closed |
| 30 | 30 | (entries/exits stock two, GEN) | 678.878159 | 2024-04-22 | 19.938203 | 0.0 | 2024-05-14 | 23.775135 | 0.0 | 2604.809591 | 0.192441 | Long | Closed |
| 31 | 31 | (entries/exits stock two, GEN) | 815.406939 | 2024-05-14 | 23.884383 | 0.0 | 2024-06-24 | 23.721542 | 0.0 | 132.782375 | 0.006818 | Short | Closed |
| 32 | 32 | (entries/exits stock two, GEN) | 698.146095 | 2024-06-24 | 23.623313 | 0.0 | 2024-09-19 | 26.252000 | 0.0 | 1835.207396 | 0.111275 | Long | Closed |
| 33 | 33 | (entries/exits stock two, GEN) | 683.035929 | 2024-09-19 | 26.421902 | 0.0 | 2024-10-18 | 26.771054 | 0.0 | -238.482710 | -0.013214 | Short | Closed |
| 34 | 34 | (entries/exits stock two, GEN) | 614.805743 | 2024-10-18 | 26.736880 | 0.0 | 2024-10-31 | 28.601151 | 0.0 | 1146.164284 | 0.069727 | Long | Closed |
| 35 | 35 | (entries/exits stock two, GEN) | 678.283969 | 2024-10-31 | 28.613973 | 0.0 | 2024-11-20 | 29.079538 | 0.0 | -315.785195 | -0.016271 | Short | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 21418.180339 |
| Total Return [%] | 114.181803 |
| Max Gross Exposure [%] | 131.536609 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 10.935902 |
| Max Drawdown Duration | 46 days 00:00:00 |
| Profit Factor | 2.764169 |
| Expectancy | 20.570182 |
| Sharpe Ratio | 2.663809 |
| Calmar Ratio | 7.154585 |
| Omega Ratio | 1.559211 |
| Sortino Ratio | 5.304381 |
| Skew | 2.657298 |
| Kurtosis | 18.960188 |
| Tail Ratio | 1.183518 |
| Common Sense Ratio | 2.109524 |
| Value at Risk | -0.013872 |
| Alpha | 0.89917 |
| Beta | -0.175267 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, FRT) | 40.516759 | 2023-05-23 | 81.037062 | 0.0 | 2023-06-07 | 87.509274 | 0.0 | 262.233030 | 0.079867 | Long | Closed |
| 1 | 1 | (entries/exits, FRT) | 45.584426 | 2023-06-07 | 88.695642 | 0.0 | 2023-08-14 | 92.133857 | 0.0 | -156.729017 | -0.038764 | Short | Closed |
| 2 | 2 | (entries/exits, FRT) | 43.307845 | 2023-08-14 | 92.150775 | 0.0 | 2023-09-12 | 90.132331 | 0.0 | -87.414449 | -0.021904 | Long | Closed |
| 3 | 3 | (entries/exits, FRT) | 41.552135 | 2023-09-12 | 90.138646 | 0.0 | 2023-09-21 | 87.437607 | 0.0 | 112.233918 | 0.029965 | Short | Closed |
| 4 | 4 | (entries/exits, FRT) | 54.255402 | 2023-09-21 | 86.006509 | 0.0 | 2023-10-31 | 84.370189 | 0.0 | -88.779189 | -0.019026 | Long | Closed |
| 5 | 5 | (entries/exits, FRT) | 61.720888 | 2023-10-31 | 85.844524 | 0.0 | 2024-01-11 | 95.103947 | 0.0 | -571.499801 | -0.107863 | Short | Closed |
| 6 | 6 | (entries/exits, FRT) | 52.323054 | 2024-01-11 | 95.622475 | 0.0 | 2024-02-02 | 95.704744 | 0.0 | 4.304553 | 0.000860 | Long | Closed |
| 7 | 7 | (entries/exits, FRT) | 57.414997 | 2024-02-02 | 95.514497 | 0.0 | 2024-02-20 | 93.422031 | 0.0 | 120.138926 | 0.021907 | Short | Closed |
| 8 | 8 | (entries/exits, FRT) | 62.386772 | 2024-02-20 | 93.346389 | 0.0 | 2024-04-09 | 97.206467 | 0.0 | 240.817789 | 0.041352 | Long | Closed |
| 9 | 9 | (entries/exits, FRT) | 52.988040 | 2024-04-09 | 97.411453 | 0.0 | 2024-04-16 | 91.563379 | 0.0 | 309.877967 | 0.060035 | Short | Closed |
| 10 | 10 | (entries/exits, FRT) | 51.508760 | 2024-04-16 | 91.425262 | 0.0 | 2024-04-22 | 95.840757 | 0.0 | 227.436635 | 0.048296 | Long | Closed |
| 11 | 11 | (entries/exits, FRT) | 59.594754 | 2024-04-22 | 96.009030 | 0.0 | 2024-05-14 | 97.248419 | 0.0 | -73.861084 | -0.012909 | Short | Closed |
| 12 | 12 | (entries/exits, FRT) | 62.863171 | 2024-05-14 | 96.865989 | 0.0 | 2024-06-24 | 96.757602 | 0.0 | -6.813554 | -0.001119 | Long | Closed |
| 13 | 13 | (entries/exits, FRT) | 69.348029 | 2024-06-24 | 98.664479 | 0.0 | 2024-09-19 | 108.641294 | 0.0 | -691.872506 | -0.101119 | Short | Closed |
| 14 | 14 | (entries/exits, FRT) | 55.490134 | 2024-09-19 | 109.388164 | 0.0 | 2024-10-18 | 110.481211 | 0.0 | 60.653326 | 0.009992 | Long | Closed |
| 15 | 15 | (entries/exits, FRT) | 52.563455 | 2024-10-18 | 110.598656 | 0.0 | 2024-10-31 | 107.394487 | 0.0 | 168.422160 | 0.028971 | Short | Closed |
| 16 | 16 | (entries/exits, FRT) | 58.515427 | 2024-10-31 | 107.318368 | 0.0 | 2024-11-27 | 113.341373 | 0.0 | 352.438695 | 0.056123 | Long | Closed |
| 17 | 17 | (entries/exits, FRT) | 52.820944 | 2024-11-27 | 113.634909 | 0.0 | 2024-12-03 | 110.018051 | 0.0 | 191.045841 | 0.031829 | Short | Closed |
| 18 | 18 | (entries/exits, FRT) | 67.793677 | 2024-12-03 | 109.086873 | 0.0 | 2025-01-31 | 106.159202 | 0.0 | -198.477583 | -0.026838 | Long | Closed |
| 19 | 19 | (entries/exits, FRT) | 61.599316 | 2025-01-31 | 106.189736 | 0.0 | 2025-02-14 | 102.890787 | 0.0 | 203.213049 | 0.031067 | Short | Closed |
| 20 | 20 | (entries/exits, FRT) | 80.928652 | 2025-02-14 | 101.373601 | 0.0 | 2025-04-02 | 97.895734 | 0.0 | -281.459096 | -0.034307 | Long | Closed |
| 21 | 21 | (entries/exits, FRT) | 66.710176 | 2025-04-02 | 97.932640 | 0.0 | 2025-04-03 | 91.606750 | 0.0 | 422.001207 | 0.064594 | Short | Closed |
| 22 | 22 | (entries/exits, FRT) | 85.542908 | 2025-04-03 | 90.828980 | 0.0 | 2025-04-17 | 92.237074 | 0.0 | 120.452496 | 0.015503 | Long | Open |
| 23 | 23 | (entries/exits stock two, GEN) | 424.247900 | 2023-05-23 | 16.210371 | 0.0 | 2023-06-07 | 16.962395 | 0.0 | -319.044807 | -0.046392 | Short | Closed |
| 24 | 24 | (entries/exits stock two, GEN) | 442.180699 | 2023-06-07 | 17.079860 | 0.0 | 2023-08-14 | 19.867372 | 0.0 | 1232.584121 | 0.163205 | Long | Closed |
| 25 | 25 | (entries/exits stock two, GEN) | 475.930541 | 2023-08-14 | 19.946816 | 0.0 | 2023-09-12 | 18.858364 | 0.0 | 518.027542 | 0.054568 | Short | Closed |
| 26 | 26 | (entries/exits stock two, GEN) | 428.214998 | 2023-09-12 | 18.734628 | 0.0 | 2023-09-21 | 18.258296 | 0.0 | -203.972127 | -0.025425 | Long | Closed |
| 27 | 27 | (entries/exits stock two, GEN) | 591.486791 | 2023-09-21 | 17.811003 | 0.0 | 2023-10-31 | 16.108656 | 0.0 | 1006.915939 | 0.095578 | Short | Closed |
| 28 | 28 | (entries/exits stock two, GEN) | 563.236305 | 2023-10-31 | 16.320580 | 0.0 | 2024-01-11 | 21.836358 | 0.0 | 3106.686706 | 0.337965 | Long | Closed |
| 29 | 29 | (entries/exits stock two, GEN) | 486.522085 | 2024-01-11 | 22.311259 | 0.0 | 2024-02-02 | 20.829980 | 0.0 | 720.674902 | 0.066392 | Short | Closed |
| 30 | 30 | (entries/exits stock two, GEN) | 530.087997 | 2024-02-02 | 20.545054 | 0.0 | 2024-02-20 | 21.114996 | 0.0 | 302.119184 | 0.027741 | Long | Closed |
| 31 | 31 | (entries/exits stock two, GEN) | 649.301360 | 2024-02-20 | 21.091777 | 0.0 | 2024-04-09 | 21.897253 | 0.0 | -522.997237 | -0.038189 | Short | Closed |
| 32 | 32 | (entries/exits stock two, GEN) | 509.035754 | 2024-04-09 | 21.999826 | 0.0 | 2024-04-16 | 19.897007 | 0.0 | -1070.410302 | -0.095583 | Long | Closed |
| 33 | 33 | (entries/exits stock two, GEN) | 519.044688 | 2024-04-16 | 19.896248 | 0.0 | 2024-04-22 | 19.945736 | 0.0 | -25.686376 | -0.002487 | Short | Closed |
| 34 | 34 | (entries/exits stock two, GEN) | 533.883270 | 2024-04-22 | 19.934679 | 0.0 | 2024-05-14 | 23.721900 | 0.0 | 2021.933869 | 0.189982 | Long | Closed |
| 35 | 35 | (entries/exits stock two, GEN) | 612.722063 | 2024-05-14 | 23.884629 | 0.0 | 2024-06-24 | 23.712884 | 0.0 | 105.231823 | 0.007191 | Short | Closed |
| 36 | 36 | (entries/exits stock two, GEN) | 548.859289 | 2024-06-24 | 23.651237 | 0.0 | 2024-09-19 | 26.181579 | 0.0 | 1388.801275 | 0.106986 | Long | Closed |
| 37 | 37 | (entries/exits stock two, GEN) | 504.109259 | 2024-09-19 | 26.421475 | 0.0 | 2024-10-18 | 26.767879 | 0.0 | -174.625503 | -0.013111 | Short | Closed |
| 38 | 38 | (entries/exits stock two, GEN) | 461.596497 | 2024-10-18 | 26.735104 | 0.0 | 2024-10-31 | 28.592881 | 0.0 | 857.543726 | 0.069488 | Long | Closed |
| 39 | 39 | (entries/exits stock two, GEN) | 502.010940 | 2024-10-31 | 28.614118 | 0.0 | 2024-11-27 | 30.262214 | 0.0 | -827.362279 | -0.057597 | Short | Closed |
| 40 | 40 | (entries/exits stock two, GEN) | 414.490968 | 2024-11-27 | 30.448307 | 0.0 | 2024-12-03 | 30.447784 | 0.0 | -0.216554 | -0.000017 | Long | Closed |
| 41 | 41 | (entries/exits stock two, GEN) | 584.994577 | 2024-12-03 | 29.754533 | 0.0 | 2025-01-31 | 26.827825 | 0.0 | 1712.108510 | 0.098362 | Short | Closed |
| 42 | 42 | (entries/exits stock two, GEN) | 518.444584 | 2025-01-31 | 26.571005 | 0.0 | 2025-02-14 | 27.488268 | 0.0 | 475.549939 | 0.034521 | Long | Closed |
| 43 | 43 | (entries/exits stock two, GEN) | 659.117283 | 2025-02-14 | 27.343076 | 0.0 | 2025-04-02 | 26.898602 | 0.0 | 292.960590 | 0.016255 | Short | Closed |
| 44 | 44 | (entries/exits stock two, GEN) | 528.620709 | 2025-04-02 | 26.785990 | 0.0 | 2025-04-03 | 25.784367 | 0.0 | -529.478742 | -0.037394 | Long | Closed |
| 45 | 45 | (entries/exits stock two, GEN) | 688.319947 | 2025-04-03 | 25.372379 | 0.0 | 2025-04-17 | 24.337289 | 0.0 | 712.472826 | 0.040796 | Short | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 15278.421016 |
| Total Return [%] | 52.78421 |
| Max Gross Exposure [%] | 210.983653 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 18.056832 |
| Max Drawdown Duration | 99 days 00:00:00 |
| Profit Factor | 1.911756 |
| Expectancy | 11.719508 |
| Sharpe Ratio | 1.476991 |
| Calmar Ratio | 2.101058 |
| Omega Ratio | 1.284737 |
| Sortino Ratio | 2.54945 |
| Skew | 2.046808 |
| Kurtosis | 19.355092 |
| Tail Ratio | 1.189894 |
| Common Sense Ratio | 1.641321 |
| Value at Risk | -0.014107 |
| Alpha | 0.54376 |
| Beta | -0.242528 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, FRT) | 39.386286 | 2023-10-23 | 79.696324 | 0.0 | 2023-10-31 | 84.469985 | 0.0 | 188.016751 | 0.059898 | Long | Closed |
| 1 | 1 | (entries/exits, FRT) | 48.690984 | 2023-10-31 | 85.846303 | 0.0 | 2024-01-11 | 95.132532 | 0.0 | -452.155598 | -0.108173 | Short | Closed |
| 2 | 2 | (entries/exits, FRT) | 41.628885 | 2024-01-11 | 95.621472 | 0.0 | 2024-02-02 | 95.706023 | 0.0 | 3.519802 | 0.000884 | Long | Closed |
| 3 | 3 | (entries/exits, FRT) | 45.646592 | 2024-02-02 | 95.515236 | 0.0 | 2024-02-20 | 93.421354 | 0.0 | 95.578573 | 0.021922 | Short | Closed |
| 4 | 4 | (entries/exits, FRT) | 49.785684 | 2024-02-20 | 93.348521 | 0.0 | 2024-04-09 | 97.198196 | 0.0 | 191.658702 | 0.041240 | Long | Closed |
| 5 | 5 | (entries/exits, FRT) | 41.999215 | 2024-04-09 | 97.416630 | 0.0 | 2024-04-16 | 91.567062 | 0.0 | 245.677257 | 0.060047 | Short | Closed |
| 6 | 6 | (entries/exits, FRT) | 40.758311 | 2024-04-16 | 91.425262 | 0.0 | 2024-04-22 | 95.839402 | 0.0 | 179.912876 | 0.048281 | Long | Closed |
| 7 | 7 | (entries/exits, FRT) | 47.228784 | 2024-04-22 | 96.010337 | 0.0 | 2024-05-14 | 97.248338 | 0.0 | -58.469300 | -0.012894 | Short | Closed |
| 8 | 8 | (entries/exits, FRT) | 50.031824 | 2024-05-14 | 96.859171 | 0.0 | 2024-06-24 | 96.754627 | 0.0 | -5.230523 | -0.001079 | Long | Closed |
| 9 | 9 | (entries/exits, FRT) | 55.019933 | 2024-06-24 | 98.671698 | 0.0 | 2024-09-19 | 108.661788 | 0.0 | -549.654078 | -0.101246 | Short | Closed |
| 10 | 10 | (entries/exits, FRT) | 44.313363 | 2024-09-19 | 109.386028 | 0.0 | 2024-10-18 | 110.477031 | 0.0 | 48.346000 | 0.009974 | Long | Closed |
| 11 | 11 | (entries/exits, FRT) | 41.845939 | 2024-10-18 | 110.599648 | 0.0 | 2024-10-31 | 107.393173 | 0.0 | 134.177925 | 0.028992 | Short | Closed |
| 12 | 12 | (entries/exits, FRT) | 46.717072 | 2024-10-31 | 107.319778 | 0.0 | 2024-11-27 | 113.331456 | 0.0 | 280.847958 | 0.056016 | Long | Closed |
| 13 | 13 | (entries/exits, FRT) | 41.991082 | 2024-11-27 | 113.636039 | 0.0 | 2024-12-03 | 110.018051 | 0.0 | 151.923231 | 0.031838 | Short | Closed |
| 14 | 14 | (entries/exits, FRT) | 54.224738 | 2024-12-03 | 109.065156 | 0.0 | 2025-01-31 | 106.158620 | 0.0 | -157.606129 | -0.026650 | Long | Closed |
| 15 | 15 | (entries/exits, FRT) | 49.125804 | 2025-01-31 | 106.190539 | 0.0 | 2025-02-14 | 102.885835 | 0.0 | 162.346236 | 0.031121 | Short | Closed |
| 16 | 16 | (entries/exits, FRT) | 64.910694 | 2025-02-14 | 101.345159 | 0.0 | 2025-04-02 | 97.894475 | 0.0 | -223.986246 | -0.034049 | Long | Closed |
| 17 | 17 | (entries/exits, FRT) | 53.247488 | 2025-04-02 | 97.932640 | 0.0 | 2025-04-03 | 91.606750 | 0.0 | 336.837729 | 0.064594 | Short | Closed |
| 18 | 18 | (entries/exits, FRT) | 84.004921 | 2025-04-03 | 91.299525 | 0.0 | 2025-07-11 | 94.201406 | 0.0 | 243.772255 | 0.031784 | Long | Closed |
| 19 | 19 | (entries/exits, FRT) | 51.837173 | 2025-07-11 | 94.882273 | 0.0 | 2025-07-15 | 92.989998 | 0.0 | 98.090189 | 0.019943 | Short | Closed |
| 20 | 20 | (entries/exits, FRT) | 60.233000 | 2025-07-15 | 92.948456 | 0.0 | 2025-08-19 | 96.140953 | 0.0 | 192.293688 | 0.034347 | Long | Closed |
| 21 | 21 | (entries/exits, FRT) | 51.215968 | 2025-08-19 | 96.822116 | 0.0 | 2025-09-11 | 101.615565 | 0.0 | -245.501165 | -0.049508 | Short | Open |
| 22 | 22 | (entries/exits stock two, GEN) | 460.001187 | 2023-10-23 | 16.213750 | 0.0 | 2023-10-31 | 16.028197 | 0.0 | 85.354661 | 0.011444 | Short | Closed |
| 23 | 23 | (entries/exits stock two, GEN) | 482.397237 | 2023-10-31 | 16.306237 | 0.0 | 2024-01-11 | 21.860472 | 0.0 | 2679.347429 | 0.340620 | Long | Closed |
| 24 | 24 | (entries/exits stock two, GEN) | 422.345072 | 2024-01-11 | 22.311526 | 0.0 | 2024-02-02 | 20.835017 | 0.0 | 623.596074 | 0.066177 | Short | Closed |
| 25 | 25 | (entries/exits stock two, GEN) | 459.451037 | 2024-02-02 | 20.545044 | 0.0 | 2024-02-20 | 21.115491 | 0.0 | 262.092723 | 0.027766 | Long | Closed |
| 26 | 26 | (entries/exits stock two, GEN) | 564.910275 | 2024-02-20 | 21.091691 | 0.0 | 2024-04-09 | 21.895295 | 0.0 | -453.964160 | -0.038101 | Short | Closed |
| 27 | 27 | (entries/exits stock two, GEN) | 439.878617 | 2024-04-09 | 22.003181 | 0.0 | 2024-04-16 | 19.897007 | 0.0 | -926.460753 | -0.095721 | Long | Closed |
| 28 | 28 | (entries/exits stock two, GEN) | 448.169144 | 2024-04-16 | 19.896269 | 0.0 | 2024-04-22 | 19.945740 | 0.0 | -22.171180 | -0.002486 | Short | Closed |
| 29 | 29 | (entries/exits stock two, GEN) | 459.938051 | 2024-04-22 | 19.935310 | 0.0 | 2024-05-14 | 23.731429 | 0.0 | 1745.979660 | 0.190422 | Long | Closed |
| 30 | 30 | (entries/exits stock two, GEN) | 532.218376 | 2024-05-14 | 23.884578 | 0.0 | 2024-06-24 | 23.714457 | 0.0 | 90.541887 | 0.007123 | Short | Closed |
| 31 | 31 | (entries/exits stock two, GEN) | 472.936430 | 2024-06-24 | 23.646398 | 0.0 | 2024-09-19 | 26.193888 | 0.0 | 1204.800520 | 0.107733 | Long | Closed |
| 32 | 32 | (entries/exits stock two, GEN) | 439.309954 | 2024-09-19 | 26.421554 | 0.0 | 2024-10-18 | 26.768458 | 0.0 | -152.398461 | -0.013130 | Short | Closed |
| 33 | 33 | (entries/exits stock two, GEN) | 401.019028 | 2024-10-18 | 26.735423 | 0.0 | 2024-10-31 | 28.594370 | 0.0 | 745.473101 | 0.069531 | Long | Closed |
| 34 | 34 | (entries/exits stock two, GEN) | 437.261858 | 2024-10-31 | 28.614094 | 0.0 | 2024-11-27 | 30.259215 | 0.0 | -719.348649 | -0.057493 | Short | Closed |
| 35 | 35 | (entries/exits stock two, GEN) | 359.682259 | 2024-11-27 | 30.448276 | 0.0 | 2024-12-03 | 30.447784 | 0.0 | -0.176898 | -0.000016 | Long | Closed |
| 36 | 36 | (entries/exits stock two, GEN) | 509.487705 | 2024-12-03 | 29.747549 | 0.0 | 2025-01-31 | 26.830195 | 0.0 | 1486.355866 | 0.098070 | Short | Closed |
| 37 | 37 | (entries/exits stock two, GEN) | 450.997601 | 2025-01-31 | 26.570818 | 0.0 | 2025-02-14 | 27.488376 | 0.0 | 413.816581 | 0.034533 | Long | Closed |
| 38 | 38 | (entries/exits stock two, GEN) | 576.774252 | 2025-02-14 | 27.340418 | 0.0 | 2025-04-02 | 26.900050 | 0.0 | 253.992883 | 0.016107 | Short | Closed |
| 39 | 39 | (entries/exits stock two, GEN) | 460.579122 | 2025-04-02 | 26.785990 | 0.0 | 2025-04-03 | 25.784367 | 0.0 | -461.326713 | -0.037394 | Long | Closed |
| 40 | 40 | (entries/exits stock two, GEN) | 760.775853 | 2025-04-03 | 25.794572 | 0.0 | 2025-07-11 | 27.812677 | 0.0 | -1535.325085 | -0.078238 | Short | Closed |
| 41 | 41 | (entries/exits stock two, GEN) | 396.896658 | 2025-07-11 | 28.576042 | 0.0 | 2025-07-15 | 29.789953 | 0.0 | 481.797035 | 0.042480 | Long | Closed |
| 42 | 42 | (entries/exits stock two, GEN) | 467.730162 | 2025-07-15 | 29.732032 | 0.0 | 2025-08-19 | 31.287549 | 0.0 | -727.562017 | -0.052318 | Short | Closed |
| 43 | 43 | (entries/exits stock two, GEN) | 376.366795 | 2025-08-19 | 31.443196 | 0.0 | 2025-09-11 | 29.699180 | 0.0 | -656.389618 | -0.055466 | Long | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 12582.822834 |
| Total Return [%] | 25.828228 |
| Max Gross Exposure [%] | 131.455439 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 13.601201 |
| Max Drawdown Duration | 182 days 00:00:00 |
| Profit Factor | 2.153014 |
| Expectancy | 5.002355 |
| Sharpe Ratio | 0.967843 |
| Calmar Ratio | 1.400325 |
| Omega Ratio | 1.14871 |
| Sortino Ratio | 1.592898 |
| Skew | 1.053539 |
| Kurtosis | 4.547082 |
| Tail Ratio | 1.159168 |
| Common Sense Ratio | 1.379944 |
| Value at Risk | -0.015169 |
| Alpha | 0.224661 |
| Beta | -0.023716 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, HOLX) | 142.742527 | 2023-01-04 | 78.810826 | 0.0 | 2023-02-21 | 81.504877 | 0.0 | -384.555772 | -0.034184 | Short | Closed |
| 1 | 1 | (entries/exits, HOLX) | 111.509408 | 2023-02-21 | 81.133172 | 0.0 | 2023-04-05 | 82.027108 | 0.0 | 99.682264 | 0.011018 | Long | Closed |
| 2 | 2 | (entries/exits, HOLX) | 137.850838 | 2023-04-05 | 82.333315 | 0.0 | 2023-05-16 | 82.088676 | 0.0 | 33.723650 | 0.002971 | Short | Closed |
| 3 | 3 | (entries/exits, HOLX) | 111.219237 | 2023-05-16 | 81.315920 | 0.0 | 2023-06-20 | 81.995983 | 0.0 | 75.636089 | 0.008363 | Long | Closed |
| 4 | 4 | (entries/exits, HOLX) | 123.885356 | 2023-06-20 | 81.732804 | 0.0 | 2023-07-17 | 79.029036 | 0.0 | 334.957268 | 0.033081 | Short | Closed |
| 5 | 5 | (entries/exits, HOLX) | 117.994575 | 2023-07-17 | 78.956791 | 0.0 | 2023-07-21 | 80.877813 | 0.0 | 226.670199 | 0.024330 | Long | Closed |
| 6 | 6 | (entries/exits, HOLX) | 169.217197 | 2023-07-21 | 79.414449 | 0.0 | 2023-09-07 | 73.579842 | 0.0 | 987.315754 | 0.073470 | Short | Closed |
| 7 | 7 | (entries/exits, HOLX) | 150.219000 | 2023-09-07 | 72.785171 | 0.0 | 2023-11-10 | 72.046559 | 0.0 | -110.953654 | -0.010148 | Long | Closed |
| 8 | 8 | (entries/exits, HOLX) | 161.338882 | 2023-11-10 | 72.006919 | 0.0 | 2023-12-04 | 70.650907 | 0.0 | 218.777421 | 0.018832 | Short | Closed |
| 9 | 9 | (entries/exits, HOLX) | 153.947958 | 2023-12-04 | 70.574932 | 0.0 | 2024-01-02 | 72.437578 | 0.0 | 286.750493 | 0.026392 | Long | Closed |
| 10 | 10 | (entries/exits, HOLX) | 164.099887 | 2024-01-02 | 72.457917 | 0.0 | 2024-02-02 | 72.552469 | 0.0 | -15.515986 | -0.001305 | Short | Closed |
| 11 | 11 | (entries/exits, HOLX) | 152.296966 | 2024-02-02 | 72.444460 | 0.0 | 2024-02-09 | 73.441905 | 0.0 | 151.907795 | 0.013768 | Long | Closed |
| 12 | 12 | (entries/exits, HOLX) | 218.914230 | 2024-02-09 | 74.030059 | 0.0 | 2024-05-10 | 75.524576 | 0.0 | -327.171078 | -0.020188 | Short | Closed |
| 13 | 13 | (entries/exits, HOLX) | 148.288213 | 2024-05-10 | 75.098424 | 0.0 | 2024-06-27 | 74.208636 | 0.0 | -131.945039 | -0.011848 | Long | Closed |
| 14 | 14 | (entries/exits, HOLX) | 177.404301 | 2024-06-27 | 75.191605 | 0.0 | 2024-08-23 | 80.083026 | 0.0 | -867.759244 | -0.065053 | Short | Closed |
| 15 | 15 | (entries/exits, HOLX) | 126.730545 | 2024-08-23 | 80.252672 | 0.0 | 2024-09-09 | 82.685945 | 0.0 | 308.370050 | 0.030320 | Long | Closed |
| 16 | 16 | (entries/exits, HOLX) | 144.979795 | 2024-09-09 | 82.441740 | 0.0 | 2024-09-26 | 80.232703 | 0.0 | 320.265728 | 0.026795 | Short | Closed |
| 17 | 17 | (entries/exits, HOLX) | 135.162297 | 2024-09-26 | 80.102144 | 0.0 | 2024-10-22 | 81.576061 | 0.0 | 199.218014 | 0.018400 | Long | Closed |
| 18 | 18 | (entries/exits, HOLX) | 162.101042 | 2024-10-22 | 81.181244 | 0.0 | 2024-11-14 | 78.031932 | 0.0 | 510.506790 | 0.038794 | Short | Closed |
| 19 | 19 | (entries/exits, HOLX) | 148.161449 | 2024-11-14 | 77.545133 | 0.0 | 2024-11-20 | 78.041255 | 0.0 | 73.506180 | 0.006398 | Long | Open |
| 20 | 20 | (entries/exits stock two, IPG) | 31.376911 | 2023-01-04 | 31.115021 | 0.0 | 2023-02-21 | 32.646274 | 0.0 | 48.045996 | 0.049213 | Long | Closed |
| 21 | 21 | (entries/exits stock two, IPG) | 28.374485 | 2023-02-21 | 32.352817 | 0.0 | 2023-04-05 | 33.009566 | 0.0 | -18.634920 | -0.020300 | Short | Closed |
| 22 | 22 | (entries/exits stock two, IPG) | 30.535412 | 2023-04-05 | 33.017609 | 0.0 | 2023-05-16 | 32.519071 | 0.0 | -15.223061 | -0.015099 | Long | Closed |
| 23 | 23 | (entries/exits stock two, IPG) | 27.574655 | 2023-05-16 | 32.658255 | 0.0 | 2023-06-20 | 35.496317 | 0.0 | -78.258562 | -0.086902 | Short | Closed |
| 24 | 24 | (entries/exits stock two, IPG) | 26.027608 | 2023-06-20 | 35.586135 | 0.0 | 2023-07-17 | 36.327208 | 0.0 | 19.288373 | 0.020825 | Long | Closed |
| 25 | 25 | (entries/exits stock two, IPG) | 25.715394 | 2023-07-17 | 36.234974 | 0.0 | 2023-07-21 | 29.932083 | 0.0 | 162.081325 | 0.173945 | Short | Closed |
| 26 | 26 | (entries/exits stock two, IPG) | 37.125777 | 2023-07-21 | 29.760660 | 0.0 | 2023-09-07 | 29.340771 | 0.0 | -15.588719 | -0.014109 | Long | Closed |
| 27 | 27 | (entries/exits stock two, IPG) | 43.585950 | 2023-09-07 | 28.596953 | 0.0 | 2023-11-10 | 26.483291 | 0.0 | 92.125976 | 0.073912 | Short | Closed |
| 28 | 28 | (entries/exits stock two, IPG) | 38.863942 | 2023-11-10 | 26.517315 | 0.0 | 2023-12-04 | 28.914209 | 0.0 | 93.152753 | 0.090390 | Long | Closed |
| 29 | 29 | (entries/exits stock two, IPG) | 36.965561 | 2023-12-04 | 29.083803 | 0.0 | 2024-01-02 | 30.453871 | 0.0 | -50.645326 | -0.047108 | Short | Closed |
| 30 | 30 | (entries/exits stock two, IPG) | 36.100295 | 2024-01-02 | 30.478641 | 0.0 | 2024-02-02 | 30.471732 | 0.0 | -0.249445 | -0.000227 | Long | Closed |
| 31 | 31 | (entries/exits stock two, IPG) | 34.939428 | 2024-02-02 | 30.493662 | 0.0 | 2024-02-09 | 28.400732 | 0.0 | 73.125775 | 0.068635 | Short | Closed |
| 32 | 32 | (entries/exits stock two, IPG) | 49.304763 | 2024-02-09 | 28.630810 | 0.0 | 2024-05-10 | 29.258952 | 0.0 | 30.970378 | 0.021939 | Long | Closed |
| 33 | 33 | (entries/exits stock two, IPG) | 39.470192 | 2024-05-10 | 28.973103 | 0.0 | 2024-06-27 | 27.612764 | 0.0 | 53.692852 | 0.046952 | Short | Closed |
| 34 | 34 | (entries/exits stock two, IPG) | 43.089844 | 2024-06-27 | 27.533381 | 0.0 | 2024-08-23 | 29.871671 | 0.0 | 100.756549 | 0.084926 | Long | Closed |
| 35 | 35 | (entries/exits stock two, IPG) | 32.793754 | 2024-08-23 | 30.332074 | 0.0 | 2024-09-09 | 29.590294 | 0.0 | 24.325750 | 0.024455 | Short | Closed |
| 36 | 36 | (entries/exits stock two, IPG) | 36.131152 | 2024-09-09 | 29.558806 | 0.0 | 2024-09-26 | 29.961959 | 0.0 | 14.566393 | 0.013639 | Long | Closed |
| 37 | 37 | (entries/exits stock two, IPG) | 35.274219 | 2024-09-26 | 29.978444 | 0.0 | 2024-10-22 | 28.452940 | 0.0 | 53.810964 | 0.050887 | Short | Closed |
| 38 | 38 | (entries/exits stock two, IPG) | 40.226430 | 2024-10-22 | 28.347478 | 0.0 | 2024-11-14 | 27.860328 | 0.0 | -19.596340 | -0.017185 | Long | Closed |
| 39 | 39 | (entries/exits stock two, IPG) | 41.500742 | 2024-11-14 | 27.621006 | 0.0 | 2024-11-20 | 27.002000 | 0.0 | 25.689202 | 0.022411 | Short | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 17152.541176 |
| Total Return [%] | 71.525412 |
| Max Gross Exposure [%] | 311.714312 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 9.473754 |
| Max Drawdown Duration | 92 days 00:00:00 |
| Profit Factor | 3.456024 |
| Expectancy | 14.735465 |
| Sharpe Ratio | 2.236675 |
| Calmar Ratio | 5.340774 |
| Omega Ratio | 1.422229 |
| Sortino Ratio | 4.312636 |
| Skew | 2.078226 |
| Kurtosis | 12.170146 |
| Tail Ratio | 1.296257 |
| Common Sense Ratio | 1.952126 |
| Value at Risk | -0.01209 |
| Alpha | 0.501598 |
| Beta | 0.095154 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, HOLX) | 56.921172 | 2023-06-02 | 79.059015 | 0.0 | 2023-06-20 | 81.892310 | 0.0 | 161.274491 | 0.035838 | Long | Closed |
| 1 | 1 | (entries/exits, HOLX) | 58.908394 | 2023-06-20 | 81.830812 | 0.0 | 2023-07-17 | 79.040749 | 0.0 | 164.358096 | 0.034095 | Short | Closed |
| 2 | 2 | (entries/exits, HOLX) | 59.384452 | 2023-07-17 | 78.939335 | 0.0 | 2023-07-21 | 80.865436 | 0.0 | 114.380438 | 0.024400 | Long | Closed |
| 3 | 3 | (entries/exits, HOLX) | 83.115269 | 2023-07-21 | 79.757020 | 0.0 | 2023-09-07 | 73.508202 | 0.0 | 519.372208 | 0.078348 | Short | Closed |
| 4 | 4 | (entries/exits, HOLX) | 93.375860 | 2023-09-07 | 72.051214 | 0.0 | 2023-11-10 | 71.639360 | 0.0 | -38.457242 | -0.005716 | Long | Closed |
| 5 | 5 | (entries/exits, HOLX) | 84.804625 | 2023-11-10 | 72.032561 | 0.0 | 2023-12-04 | 70.630843 | 0.0 | 118.872164 | 0.019460 | Short | Closed |
| 6 | 6 | (entries/exits, HOLX) | 87.327427 | 2023-12-04 | 70.547505 | 0.0 | 2024-01-02 | 72.316542 | 0.0 | 154.485454 | 0.025076 | Long | Closed |
| 7 | 7 | (entries/exits, HOLX) | 85.672314 | 2024-01-02 | 72.462947 | 0.0 | 2024-02-02 | 72.498499 | 0.0 | -3.045857 | -0.000491 | Short | Closed |
| 8 | 8 | (entries/exits, HOLX) | 81.849384 | 2024-02-02 | 72.468765 | 0.0 | 2024-02-09 | 73.452414 | 0.0 | 80.511054 | 0.013573 | Long | Closed |
| 9 | 9 | (entries/exits, HOLX) | 107.026215 | 2024-02-09 | 73.884158 | 0.0 | 2024-05-10 | 75.485280 | 0.0 | -171.362068 | -0.021671 | Short | Closed |
| 10 | 10 | (entries/exits, HOLX) | 91.522272 | 2024-05-10 | 74.887477 | 0.0 | 2024-06-27 | 74.200469 | 0.0 | -62.876573 | -0.009174 | Long | Closed |
| 11 | 11 | (entries/exits, HOLX) | 100.896055 | 2024-06-27 | 75.111764 | 0.0 | 2024-08-23 | 80.107147 | 0.0 | -504.014380 | -0.066506 | Short | Closed |
| 12 | 12 | (entries/exits, HOLX) | 80.325705 | 2024-08-23 | 80.267382 | 0.0 | 2024-09-09 | 82.663473 | 0.0 | 192.467739 | 0.029851 | Long | Closed |
| 13 | 13 | (entries/exits, HOLX) | 85.952598 | 2024-09-09 | 82.532479 | 0.0 | 2024-09-26 | 80.173025 | 0.0 | 202.801211 | 0.028588 | Short | Closed |
| 14 | 14 | (entries/exits, HOLX) | 86.741421 | 2024-09-26 | 80.113318 | 0.0 | 2024-10-22 | 81.554357 | 0.0 | 124.997788 | 0.017988 | Long | Closed |
| 15 | 15 | (entries/exits, HOLX) | 97.535467 | 2024-10-22 | 81.270724 | 0.0 | 2024-11-14 | 77.937638 | 0.0 | 325.094043 | 0.041012 | Short | Closed |
| 16 | 16 | (entries/exits, HOLX) | 115.462429 | 2024-11-14 | 76.757400 | 0.0 | 2025-02-05 | 73.180800 | 0.0 | -412.962830 | -0.046596 | Long | Closed |
| 17 | 17 | (entries/exits, HOLX) | 94.108540 | 2025-02-05 | 72.800003 | 0.0 | 2025-02-06 | 65.449997 | 0.0 | 691.698347 | 0.100962 | Short | Closed |
| 18 | 18 | (entries/exits, HOLX) | 136.841855 | 2025-02-06 | 64.822831 | 0.0 | 2025-04-03 | 61.920748 | 0.0 | -397.126530 | -0.044769 | Long | Closed |
| 19 | 19 | (entries/exits, HOLX) | 129.554636 | 2025-04-03 | 61.449916 | 0.0 | 2025-04-10 | 57.236107 | 0.0 | 545.918580 | 0.068573 | Short | Closed |
| 20 | 20 | (entries/exits, HOLX) | 139.247734 | 2025-04-10 | 57.130254 | 0.0 | 2025-04-17 | 57.587624 | 0.0 | 63.687763 | 0.008006 | Long | Open |
| 21 | 21 | (entries/exits stock two, IPG) | 168.694869 | 2023-06-02 | 34.738095 | 0.0 | 2023-06-20 | 35.695785 | 0.0 | -161.557444 | -0.027569 | Short | Closed |
| 22 | 22 | (entries/exits stock two, IPG) | 166.905448 | 2023-06-20 | 35.639573 | 0.0 | 2023-07-17 | 36.390805 | 0.0 | 125.384809 | 0.021079 | Long | Closed |
| 23 | 23 | (entries/exits stock two, IPG) | 179.667487 | 2023-07-17 | 36.171428 | 0.0 | 2023-07-21 | 29.953932 | 0.0 | 1117.081919 | 0.171890 | Short | Closed |
| 24 | 24 | (entries/exits stock two, IPG) | 242.880990 | 2023-07-21 | 29.751480 | 0.0 | 2023-09-07 | 29.304652 | 0.0 | -108.526058 | -0.015019 | Long | Closed |
| 25 | 25 | (entries/exits stock two, IPG) | 353.785363 | 2023-09-07 | 28.299100 | 0.0 | 2023-11-10 | 26.510748 | 0.0 | 632.692683 | 0.063195 | Short | Closed |
| 26 | 26 | (entries/exits stock two, IPG) | 274.203161 | 2023-11-10 | 26.493624 | 0.0 | 2023-12-04 | 28.990153 | 0.0 | 684.556131 | 0.094231 | Long | Closed |
| 27 | 27 | (entries/exits stock two, IPG) | 286.938084 | 2023-12-04 | 29.087593 | 0.0 | 2024-01-02 | 30.428468 | 0.0 | -384.748012 | -0.046098 | Short | Closed |
| 28 | 28 | (entries/exits stock two, IPG) | 251.216561 | 2024-01-02 | 30.510116 | 0.0 | 2024-02-02 | 30.497673 | 0.0 | -3.126073 | -0.000408 | Long | Closed |
| 29 | 29 | (entries/exits stock two, IPG) | 257.524064 | 2024-02-02 | 30.474022 | 0.0 | 2024-02-09 | 28.400732 | 0.0 | 533.922012 | 0.068035 | Short | Closed |
| 30 | 30 | (entries/exits stock two, IPG) | 319.912810 | 2024-02-09 | 28.534292 | 0.0 | 2024-05-10 | 29.167160 | 0.0 | 202.462628 | 0.022179 | Long | Closed |
| 31 | 31 | (entries/exits stock two, IPG) | 326.295571 | 2024-05-10 | 28.949121 | 0.0 | 2024-06-27 | 27.668099 | 0.0 | 417.991912 | 0.044251 | Short | Closed |
| 32 | 32 | (entries/exits stock two, IPG) | 315.448733 | 2024-06-27 | 27.495284 | 0.0 | 2024-08-23 | 30.094044 | 0.0 | 819.775510 | 0.094517 | Long | Closed |
| 33 | 33 | (entries/exits stock two, IPG) | 286.485288 | 2024-08-23 | 30.326098 | 0.0 | 2024-09-09 | 29.596430 | 0.0 | 209.039334 | 0.024061 | Short | Closed |
| 34 | 34 | (entries/exits stock two, IPG) | 296.264709 | 2024-09-09 | 29.564906 | 0.0 | 2024-09-26 | 29.971232 | 0.0 | 120.380145 | 0.013744 | Long | Closed |
| 35 | 35 | (entries/exits stock two, IPG) | 304.036903 | 2024-09-26 | 29.967441 | 0.0 | 2024-10-22 | 28.466769 | 0.0 | 456.259705 | 0.050077 | Short | Closed |
| 36 | 36 | (entries/exits stock two, IPG) | 330.453270 | 2024-10-22 | 28.349945 | 0.0 | 2024-11-14 | 27.830516 | 0.0 | -171.647058 | -0.018322 | Long | Closed |
| 37 | 37 | (entries/exits stock two, IPG) | 476.510759 | 2024-11-14 | 27.535619 | 0.0 | 2025-02-05 | 27.204680 | 0.0 | 157.695982 | 0.012019 | Short | Closed |
| 38 | 38 | (entries/exits stock two, IPG) | 325.413137 | 2025-02-05 | 26.927099 | 0.0 | 2025-02-06 | 26.676882 | 0.0 | -81.424041 | -0.009292 | Long | Closed |
| 39 | 39 | (entries/exits stock two, IPG) | 468.966120 | 2025-02-06 | 26.438859 | 0.0 | 2025-04-03 | 24.516159 | 0.0 | 901.680854 | 0.072722 | Short | Closed |
| 40 | 40 | (entries/exits stock two, IPG) | 413.861604 | 2025-04-03 | 23.876165 | 0.0 | 2025-04-10 | 23.455335 | 0.0 | -174.165569 | -0.017626 | Long | Closed |
| 41 | 41 | (entries/exits stock two, IPG) | 453.726119 | 2025-04-10 | 23.344799 | 0.0 | 2025-04-17 | 23.369620 | 0.0 | -11.262087 | -0.001063 | Short | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 15873.260014 |
| Total Return [%] | 58.7326 |
| Max Gross Exposure [%] | 3564.160518 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 9.383686 |
| Max Drawdown Duration | 92 days 00:00:00 |
| Profit Factor | 2.857267 |
| Expectancy | 11.91613 |
| Sharpe Ratio | 2.033436 |
| Calmar Ratio | 4.475306 |
| Omega Ratio | 1.361583 |
| Sortino Ratio | 3.520287 |
| Skew | 1.111471 |
| Kurtosis | 5.58584 |
| Tail Ratio | 1.215996 |
| Common Sense Ratio | 1.726651 |
| Value at Risk | -0.012477 |
| Alpha | 0.385916 |
| Beta | 0.114934 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, HOLX) | 75.642672 | 2023-10-16 | 69.022886 | 0.0 | 2023-11-10 | 71.764403 | 0.0 | 207.375630 | 0.039719 | Long | Closed |
| 1 | 1 | (entries/exits, HOLX) | 74.452751 | 2023-11-10 | 72.031199 | 0.0 | 2023-12-04 | 70.630921 | 0.0 | 104.254569 | 0.019440 | Short | Closed |
| 2 | 2 | (entries/exits, HOLX) | 76.398090 | 2023-12-04 | 70.549093 | 0.0 | 2024-01-02 | 72.323536 | 0.0 | 135.564036 | 0.025152 | Long | Closed |
| 3 | 3 | (entries/exits, HOLX) | 75.312384 | 2024-01-02 | 72.462499 | 0.0 | 2024-02-02 | 72.501583 | 0.0 | -2.943495 | -0.000539 | Short | Closed |
| 4 | 4 | (entries/exits, HOLX) | 71.839144 | 2024-02-02 | 72.467350 | 0.0 | 2024-02-09 | 73.451795 | 0.0 | 70.721691 | 0.013585 | Long | Closed |
| 5 | 5 | (entries/exits, HOLX) | 94.203647 | 2024-02-09 | 73.887519 | 0.0 | 2024-05-10 | 75.486711 | 0.0 | -150.649731 | -0.021644 | Short | Closed |
| 6 | 6 | (entries/exits, HOLX) | 79.697763 | 2024-05-10 | 74.899080 | 0.0 | 2024-06-27 | 74.200978 | 0.0 | -55.637221 | -0.009321 | Long | Closed |
| 7 | 7 | (entries/exits, HOLX) | 88.207955 | 2024-06-27 | 75.114457 | 0.0 | 2024-08-23 | 80.107216 | 0.0 | -440.401022 | -0.066469 | Short | Closed |
| 8 | 8 | (entries/exits, HOLX) | 69.829779 | 2024-08-23 | 80.266519 | 0.0 | 2024-09-09 | 82.664798 | 0.0 | 167.471302 | 0.029879 | Long | Closed |
| 9 | 9 | (entries/exits, HOLX) | 75.021262 | 2024-09-09 | 82.526858 | 0.0 | 2024-09-26 | 80.176655 | 0.0 | 176.315190 | 0.028478 | Short | Closed |
| 10 | 10 | (entries/exits, HOLX) | 75.356777 | 2024-09-26 | 80.112692 | 0.0 | 2024-10-22 | 81.555632 | 0.0 | 108.735254 | 0.018011 | Long | Closed |
| 11 | 11 | (entries/exits, HOLX) | 85.036566 | 2024-10-22 | 81.265251 | 0.0 | 2024-11-14 | 77.942437 | 0.0 | 282.560656 | 0.040888 | Short | Closed |
| 12 | 12 | (entries/exits, HOLX) | 99.471321 | 2024-11-14 | 76.790074 | 0.0 | 2025-02-05 | 73.166053 | 0.0 | -360.486244 | -0.047194 | Long | Closed |
| 13 | 13 | (entries/exits, HOLX) | 81.836467 | 2025-02-05 | 72.800003 | 0.0 | 2025-02-06 | 65.449997 | 0.0 | 601.498533 | 0.100962 | Short | Closed |
| 14 | 14 | (entries/exits, HOLX) | 118.087713 | 2025-02-06 | 64.849156 | 0.0 | 2025-04-03 | 61.911109 | 0.0 | -346.947221 | -0.045306 | Long | Closed |
| 15 | 15 | (entries/exits, HOLX) | 112.473073 | 2025-04-03 | 61.450108 | 0.0 | 2025-04-10 | 57.232527 | 0.0 | 474.364260 | 0.068634 | Short | Closed |
| 16 | 16 | (entries/exits, HOLX) | 141.218743 | 2025-04-10 | 56.891086 | 0.0 | 2025-05-27 | 61.402791 | 0.0 | 637.137284 | 0.079304 | Long | Closed |
| 17 | 17 | (entries/exits, HOLX) | 119.528554 | 2025-05-27 | 62.334568 | 0.0 | 2025-07-02 | 65.101134 | 0.0 | -330.683650 | -0.044383 | Short | Closed |
| 18 | 18 | (entries/exits, HOLX) | 106.198157 | 2025-07-02 | 65.287612 | 0.0 | 2025-07-10 | 66.833431 | 0.0 | 164.163154 | 0.023677 | Long | Closed |
| 19 | 19 | (entries/exits, HOLX) | 108.416454 | 2025-07-10 | 66.775153 | 0.0 | 2025-07-15 | 63.259998 | 0.0 | 381.100563 | 0.052642 | Short | Closed |
| 20 | 20 | (entries/exits, HOLX) | 118.046948 | 2025-07-15 | 63.360301 | 0.0 | 2025-07-31 | 66.657829 | 0.0 | 389.263100 | 0.052044 | Long | Closed |
| 21 | 21 | (entries/exits, HOLX) | 117.478685 | 2025-07-31 | 66.875729 | 0.0 | 2025-08-25 | 67.199985 | 0.0 | -38.093131 | -0.004849 | Short | Closed |
| 22 | 22 | (entries/exits, HOLX) | 117.638804 | 2025-08-25 | 67.077488 | 0.0 | 2025-09-11 | 66.389812 | 0.0 | -80.897440 | -0.010252 | Long | Open |
| 23 | 23 | (entries/exits stock two, IPG) | 237.659428 | 2023-10-16 | 26.979661 | 0.0 | 2023-11-10 | 26.442789 | 0.0 | 127.592695 | 0.019899 | Short | Closed |
| 24 | 24 | (entries/exits stock two, IPG) | 215.128818 | 2023-11-10 | 26.495123 | 0.0 | 2023-12-04 | 28.985439 | 0.0 | 535.738635 | 0.093991 | Long | Closed |
| 25 | 25 | (entries/exits stock two, IPG) | 223.747711 | 2023-12-04 | 29.087409 | 0.0 | 2024-01-02 | 30.430531 | 0.0 | -300.520407 | -0.046175 | Short | Closed |
| 26 | 26 | (entries/exits stock two, IPG) | 197.272639 | 2024-01-02 | 30.508156 | 0.0 | 2024-02-02 | 30.496072 | 0.0 | -2.383749 | -0.000396 | Long | Closed |
| 27 | 27 | (entries/exits stock two, IPG) | 201.526010 | 2024-02-02 | 30.475184 | 0.0 | 2024-02-09 | 28.400732 | 0.0 | 418.055955 | 0.068070 | Short | Closed |
| 28 | 28 | (entries/exits stock two, IPG) | 252.524257 | 2024-02-09 | 28.541248 | 0.0 | 2024-05-10 | 29.173671 | 0.0 | 159.702191 | 0.022158 | Long | Closed |
| 29 | 29 | (entries/exits stock two, IPG) | 253.489279 | 2024-05-10 | 28.950997 | 0.0 | 2024-06-27 | 27.664600 | 0.0 | 326.087816 | 0.044434 | Short | Closed |
| 30 | 30 | (entries/exits stock two, IPG) | 247.122173 | 2024-06-27 | 27.498041 | 0.0 | 2024-08-23 | 30.079373 | 0.0 | 637.904311 | 0.093873 | Long | Closed |
| 31 | 31 | (entries/exits stock two, IPG) | 221.986902 | 2024-08-23 | 30.326452 | 0.0 | 2024-09-09 | 29.596064 | 0.0 | 162.136580 | 0.024084 | Short | Closed |
| 32 | 32 | (entries/exits stock two, IPG) | 230.457654 | 2024-09-09 | 29.564524 | 0.0 | 2024-09-26 | 29.970655 | 0.0 | 93.596127 | 0.013737 | Long | Closed |
| 33 | 33 | (entries/exits stock two, IPG) | 235.688146 | 2024-09-26 | 29.968153 | 0.0 | 2024-10-22 | 28.465353 | 0.0 | 354.192207 | 0.050147 | Short | Closed |
| 34 | 34 | (entries/exits stock two, IPG) | 257.051291 | 2024-10-22 | 28.349792 | 0.0 | 2024-11-14 | 27.832393 | 0.0 | -132.998072 | -0.018251 | Long | Closed |
| 35 | 35 | (entries/exits stock two, IPG) | 367.359782 | 2024-11-14 | 27.537773 | 0.0 | 2025-02-05 | 27.201268 | 0.0 | 123.618444 | 0.012220 | Short | Closed |
| 36 | 36 | (entries/exits stock two, IPG) | 252.084646 | 2025-02-05 | 26.927099 | 0.0 | 2025-02-06 | 26.676882 | 0.0 | -63.075974 | -0.009292 | Long | Closed |
| 37 | 37 | (entries/exits stock two, IPG) | 361.770224 | 2025-02-06 | 26.442895 | 0.0 | 2025-04-03 | 24.506895 | 0.0 | 700.386869 | 0.073214 | Short | Closed |
| 38 | 38 | (entries/exits stock two, IPG) | 321.292332 | 2025-04-03 | 23.871936 | 0.0 | 2025-04-10 | 23.457811 | 0.0 | -133.055319 | -0.017348 | Long | Closed |
| 39 | 39 | (entries/exits stock two, IPG) | 411.574702 | 2025-04-10 | 23.430941 | 0.0 | 2025-05-27 | 23.952837 | 0.0 | -214.799155 | -0.022274 | Short | Closed |
| 40 | 40 | (entries/exits stock two, IPG) | 352.652796 | 2025-05-27 | 23.774719 | 0.0 | 2025-07-02 | 25.031131 | 0.0 | 443.077081 | 0.052847 | Long | Closed |
| 41 | 41 | (entries/exits stock two, IPG) | 326.524567 | 2025-07-02 | 25.191970 | 0.0 | 2025-07-10 | 24.695428 | 0.0 | 162.133153 | 0.019710 | Short | Closed |
| 42 | 42 | (entries/exits stock two, IPG) | 326.789821 | 2025-07-10 | 24.687380 | 0.0 | 2025-07-15 | 23.892582 | 0.0 | -259.731921 | -0.032195 | Long | Closed |
| 43 | 43 | (entries/exits stock two, IPG) | 386.987671 | 2025-07-15 | 23.986860 | 0.0 | 2025-07-31 | 24.477012 | 0.0 | -189.682835 | -0.020434 | Short | Closed |
| 44 | 44 | (entries/exits stock two, IPG) | 343.879207 | 2025-07-31 | 24.337908 | 0.0 | 2025-08-25 | 26.704396 | 0.0 | 813.786084 | 0.097235 | Long | Closed |
| 45 | 45 | (entries/exits stock two, IPG) | 348.848631 | 2025-08-25 | 26.754846 | 0.0 | 2025-09-11 | 26.704070 | 0.0 | 17.713229 | 0.001898 | Short | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 16494.796117 |
| Total Return [%] | 64.947961 |
| Max Gross Exposure [%] | 173.145803 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 20.429514 |
| Max Drawdown Duration | 152 days 00:00:00 |
| Profit Factor | 2.220118 |
| Expectancy | 12.732669 |
| Sharpe Ratio | 1.979113 |
| Calmar Ratio | 2.261158 |
| Omega Ratio | 1.319152 |
| Sortino Ratio | 3.14509 |
| Skew | 0.209515 |
| Kurtosis | 1.366417 |
| Tail Ratio | 1.284299 |
| Common Sense Ratio | 1.877573 |
| Value at Risk | -0.01578 |
| Alpha | 0.446689 |
| Beta | 0.087478 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, LNT) | 179.370504 | 2022-12-23 | 50.272068 | 0.0 | 2023-01-05 | 49.296423 | 0.0 | 175.001822 | 0.019407 | Short | Closed |
| 1 | 1 | (entries/exits, LNT) | 199.013033 | 2023-01-05 | 49.098472 | 0.0 | 2023-03-13 | 47.396294 | 0.0 | -338.755596 | -0.034669 | Long | Closed |
| 2 | 2 | (entries/exits, LNT) | 229.801927 | 2023-03-13 | 47.403746 | 0.0 | 2023-05-03 | 49.965667 | 0.0 | -588.734367 | -0.054045 | Short | Closed |
| 3 | 3 | (entries/exits, LNT) | 163.152515 | 2023-05-03 | 50.317184 | 0.0 | 2023-05-04 | 50.659225 | 0.0 | 55.804852 | 0.006798 | Long | Closed |
| 4 | 4 | (entries/exits, LNT) | 203.156008 | 2023-05-04 | 50.366138 | 0.0 | 2023-06-01 | 47.262103 | 0.0 | 630.603532 | 0.061629 | Short | Closed |
| 5 | 5 | (entries/exits, LNT) | 198.938795 | 2023-06-01 | 47.113342 | 0.0 | 2023-07-14 | 50.010810 | 0.0 | 576.418664 | 0.061500 | Long | Closed |
| 6 | 6 | (entries/exits, LNT) | 220.492069 | 2023-07-14 | 49.973052 | 0.0 | 2023-08-04 | 48.072851 | 0.0 | 418.979249 | 0.038025 | Short | Closed |
| 7 | 7 | (entries/exits, LNT) | 215.305968 | 2023-08-04 | 47.781199 | 0.0 | 2023-09-07 | 47.016058 | 0.0 | -164.739563 | -0.016013 | Long | Closed |
| 8 | 8 | (entries/exits, LNT) | 242.547988 | 2023-09-07 | 46.943729 | 0.0 | 2023-09-28 | 45.031074 | 0.0 | 463.910589 | 0.040744 | Short | Closed |
| 9 | 9 | (entries/exits, LNT) | 240.838110 | 2023-09-28 | 44.805085 | 0.0 | 2023-10-24 | 46.083339 | 0.0 | 307.852078 | 0.028529 | Long | Closed |
| 10 | 10 | (entries/exits, LNT) | 249.730761 | 2023-10-24 | 46.105699 | 0.0 | 2023-11-09 | 45.807882 | 0.0 | 74.374093 | 0.006459 | Short | Closed |
| 11 | 11 | (entries/exits, LNT) | 244.403358 | 2023-11-09 | 45.749878 | 0.0 | 2023-12-07 | 48.659479 | 0.0 | 711.116302 | 0.063598 | Long | Closed |
| 12 | 12 | (entries/exits, LNT) | 231.202626 | 2023-12-07 | 48.757095 | 0.0 | 2023-12-08 | 48.343102 | 0.0 | 95.716462 | 0.008491 | Short | Closed |
| 13 | 13 | (entries/exits, LNT) | 242.151212 | 2023-12-08 | 48.345642 | 0.0 | 2023-12-13 | 50.224884 | 0.0 | 455.060821 | 0.038871 | Long | Closed |
| 14 | 14 | (entries/exits, LNT) | 252.321614 | 2023-12-13 | 50.169627 | 0.0 | 2023-12-15 | 47.628021 | 0.0 | 641.302113 | 0.050660 | Short | Closed |
| 15 | 15 | (entries/exits, LNT) | 270.867352 | 2023-12-15 | 47.629519 | 0.0 | 2024-01-02 | 48.809286 | 0.0 | 319.560345 | 0.024770 | Long | Closed |
| 16 | 16 | (entries/exits, LNT) | 305.242233 | 2024-01-02 | 48.593230 | 0.0 | 2024-01-22 | 45.663496 | 0.0 | 894.278621 | 0.060291 | Short | Closed |
| 17 | 17 | (entries/exits, LNT) | 315.267286 | 2024-01-22 | 45.591989 | 0.0 | 2024-02-15 | 45.992697 | 0.0 | 126.329994 | 0.008789 | Long | Closed |
| 18 | 18 | (entries/exits, LNT) | 347.114057 | 2024-02-15 | 45.948921 | 0.0 | 2024-03-20 | 46.349344 | 0.0 | -138.992732 | -0.008715 | Short | Closed |
| 19 | 19 | (entries/exits, LNT) | 307.156352 | 2024-03-20 | 46.368262 | 0.0 | 2024-03-28 | 47.879310 | 0.0 | 464.127904 | 0.032588 | Long | Closed |
| 20 | 20 | (entries/exits, LNT) | 311.159555 | 2024-03-28 | 47.870547 | 0.0 | 2024-04-03 | 46.990932 | 0.0 | 273.700499 | 0.018375 | Short | Closed |
| 21 | 21 | (entries/exits, LNT) | 326.473813 | 2024-04-03 | 46.972903 | 0.0 | 2024-04-08 | 46.985664 | 0.0 | 4.166296 | 0.000272 | Long | Closed |
| 22 | 22 | (entries/exits, LNT) | 508.867191 | 2024-04-08 | 48.021143 | 0.0 | 2024-10-07 | 53.969602 | 0.0 | -3026.975792 | -0.123872 | Short | Closed |
| 23 | 23 | (entries/exits, LNT) | 226.538530 | 2024-10-07 | 57.423482 | 0.0 | 2024-10-15 | 59.103710 | 0.0 | 380.636373 | 0.029260 | Long | Closed |
| 24 | 24 | (entries/exits, LNT) | 251.043502 | 2024-10-15 | 59.054783 | 0.0 | 2024-10-30 | 57.545232 | 0.0 | 378.963059 | 0.025562 | Short | Closed |
| 25 | 25 | (entries/exits, LNT) | 241.139593 | 2024-10-30 | 57.368458 | 0.0 | 2024-11-18 | 60.252761 | 0.0 | 695.519665 | 0.050277 | Long | Closed |
| 26 | 26 | (entries/exits, LNT) | 237.035396 | 2024-11-18 | 60.305152 | 0.0 | 2024-11-20 | 60.713619 | 0.0 | -96.821001 | -0.006773 | Short | Open |
| 27 | 27 | (entries/exits stock two, PSKY) | 93.328552 | 2022-12-23 | 15.847934 | 0.0 | 2023-01-05 | 17.650731 | 0.0 | 168.252388 | 0.113756 | Long | Closed |
| 28 | 28 | (entries/exits stock two, PSKY) | 117.935206 | 2023-01-05 | 18.676771 | 0.0 | 2023-03-13 | 19.545904 | 0.0 | -102.501370 | -0.046536 | Short | Closed |
| 29 | 29 | (entries/exits stock two, PSKY) | 93.790958 | 2023-03-13 | 18.923005 | 0.0 | 2023-05-03 | 21.660827 | 0.0 | 256.782967 | 0.144682 | Long | Closed |
| 30 | 30 | (entries/exits stock two, PSKY) | 61.676517 | 2023-05-03 | 22.061405 | 0.0 | 2023-05-04 | 15.806339 | 0.0 | 385.790680 | 0.283530 | Short | Closed |
| 31 | 31 | (entries/exits stock two, PSKY) | 120.355800 | 2023-05-04 | 15.484320 | 0.0 | 2023-06-01 | 14.879145 | 0.0 | -72.836252 | -0.039083 | Long | Closed |
| 32 | 32 | (entries/exits stock two, PSKY) | 122.810286 | 2023-06-01 | 14.931403 | 0.0 | 2023-07-14 | 15.489076 | 0.0 | -68.487896 | -0.037349 | Short | Closed |
| 33 | 33 | (entries/exits stock two, PSKY) | 123.545236 | 2023-07-14 | 15.309420 | 0.0 | 2023-08-04 | 15.130228 | 0.0 | -22.138236 | -0.011705 | Long | Closed |
| 34 | 34 | (entries/exits stock two, PSKY) | 148.564338 | 2023-08-04 | 14.795819 | 0.0 | 2023-09-07 | 12.926356 | 0.0 | 277.735437 | 0.126351 | Short | Closed |
| 35 | 35 | (entries/exits stock two, PSKY) | 150.833243 | 2023-09-07 | 12.577278 | 0.0 | 2023-09-28 | 12.512367 | 0.0 | -9.790608 | -0.005161 | Long | Closed |
| 36 | 36 | (entries/exits stock two, PSKY) | 178.702843 | 2023-09-28 | 12.217137 | 0.0 | 2023-10-24 | 10.926399 | 0.0 | 230.658514 | 0.105650 | Short | Closed |
| 37 | 37 | (entries/exits stock two, PSKY) | 196.588284 | 2023-10-24 | 10.928528 | 0.0 | 2023-11-09 | 11.880886 | 0.0 | 187.222404 | 0.087144 | Long | Closed |
| 38 | 38 | (entries/exits stock two, PSKY) | 175.035762 | 2023-11-09 | 11.997198 | 0.0 | 2023-12-07 | 14.347207 | 0.0 | -411.335584 | -0.195880 | Short | Closed |
| 39 | 39 | (entries/exits stock two, PSKY) | 128.112451 | 2023-12-07 | 14.584185 | 0.0 | 2023-12-08 | 16.350199 | 0.0 | 226.248394 | 0.121091 | Long | Closed |
| 40 | 40 | (entries/exits stock two, PSKY) | 130.974386 | 2023-12-08 | 16.225453 | 0.0 | 2023-12-13 | 15.263420 | 0.0 | 126.001712 | 0.059292 | Short | Closed |
| 41 | 41 | (entries/exits stock two, PSKY) | 130.823118 | 2023-12-13 | 15.263420 | 0.0 | 2023-12-15 | 15.852709 | 0.0 | 77.092584 | 0.038608 | Long | Closed |
| 42 | 42 | (entries/exits stock two, PSKY) | 152.536825 | 2023-12-15 | 15.701522 | 0.0 | 2024-01-02 | 14.041731 | 0.0 | 253.179231 | 0.105709 | Short | Closed |
| 43 | 43 | (entries/exits stock two, PSKY) | 183.451703 | 2024-01-02 | 13.890573 | 0.0 | 2024-01-22 | 13.404570 | 0.0 | -89.158105 | -0.034988 | Long | Closed |
| 44 | 44 | (entries/exits stock two, PSKY) | 211.069787 | 2024-01-22 | 13.297335 | 0.0 | 2024-02-15 | 12.458061 | 0.0 | 177.145427 | 0.063116 | Short | Closed |
| 45 | 45 | (entries/exits stock two, PSKY) | 245.224260 | 2024-02-15 | 11.955436 | 0.0 | 2024-03-20 | 12.022602 | 0.0 | 16.470790 | 0.005618 | Long | Closed |
| 46 | 46 | (entries/exits stock two, PSKY) | 213.923499 | 2024-03-20 | 12.124800 | 0.0 | 2024-03-28 | 11.499699 | 0.0 | 133.723801 | 0.051556 | Short | Closed |
| 47 | 47 | (entries/exits stock two, PSKY) | 211.933665 | 2024-03-28 | 11.506293 | 0.0 | 2024-04-03 | 13.207525 | 0.0 | 360.548338 | 0.147852 | Long | Closed |
| 48 | 48 | (entries/exits stock two, PSKY) | 214.630687 | 2024-04-03 | 13.069677 | 0.0 | 2024-04-08 | 10.812449 | 0.0 | 484.470213 | 0.172707 | Short | Closed |
| 49 | 49 | (entries/exits stock two, PSKY) | 533.942831 | 2024-04-08 | 10.835344 | 0.0 | 2024-10-07 | 10.995954 | 0.0 | 85.756072 | 0.014823 | Long | Closed |
| 50 | 50 | (entries/exits stock two, PSKY) | 214.549885 | 2024-10-07 | 10.379218 | 0.0 | 2024-10-15 | 10.365008 | 0.0 | 3.048888 | 0.001369 | Short | Closed |
| 51 | 51 | (entries/exits stock two, PSKY) | 230.920499 | 2024-10-15 | 10.351532 | 0.0 | 2024-10-30 | 10.508857 | 0.0 | 36.329659 | 0.015198 | Long | Closed |
| 52 | 52 | (entries/exits stock two, PSKY) | 253.977383 | 2024-10-30 | 10.575297 | 0.0 | 2024-11-18 | 10.567774 | 0.0 | 1.910686 | 0.000711 | Short | Closed |
| 53 | 53 | (entries/exits stock two, PSKY) | 229.142630 | 2024-11-18 | 10.468696 | 0.0 | 2024-11-20 | 10.443697 | 0.0 | -5.728296 | -0.002388 | Long | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 15070.009523 |
| Total Return [%] | 50.700095 |
| Max Gross Exposure [%] | 161.882005 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 22.263204 |
| Max Drawdown Duration | 252 days 00:00:00 |
| Profit Factor | 2.158717 |
| Expectancy | 10.447123 |
| Sharpe Ratio | 1.632 |
| Calmar Ratio | 1.639847 |
| Omega Ratio | 1.261874 |
| Sortino Ratio | 2.582179 |
| Skew | 0.283868 |
| Kurtosis | 1.35975 |
| Tail Ratio | 1.140641 |
| Common Sense Ratio | 1.55707 |
| Value at Risk | -0.016918 |
| Alpha | 0.365294 |
| Beta | 0.093049 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, LNT) | 199.216675 | 2023-06-01 | 47.091758 | 0.0 | 2023-07-14 | 50.035168 | 0.0 | 586.376368 | 0.062504 | Long | Closed |
| 1 | 1 | (entries/exits, LNT) | 226.706409 | 2023-07-14 | 49.966060 | 0.0 | 2023-08-04 | 48.073089 | 0.0 | 429.148689 | 0.037885 | Short | Closed |
| 2 | 2 | (entries/exits, LNT) | 216.569711 | 2023-08-04 | 47.798415 | 0.0 | 2023-09-07 | 47.013425 | 0.0 | -170.005148 | -0.016423 | Long | Closed |
| 3 | 3 | (entries/exits, LNT) | 246.482842 | 2023-09-07 | 46.941428 | 0.0 | 2023-09-28 | 45.027996 | 0.0 | 471.628254 | 0.040762 | Short | Closed |
| 4 | 4 | (entries/exits, LNT) | 240.353608 | 2023-09-28 | 44.803177 | 0.0 | 2023-10-24 | 46.084974 | 0.0 | 308.084664 | 0.028610 | Long | Closed |
| 5 | 5 | (entries/exits, LNT) | 254.828716 | 2023-10-24 | 46.114499 | 0.0 | 2023-11-09 | 45.839407 | 0.0 | 70.101559 | 0.005965 | Short | Closed |
| 6 | 6 | (entries/exits, LNT) | 243.805593 | 2023-11-09 | 45.744325 | 0.0 | 2023-12-07 | 48.701993 | 0.0 | 721.095930 | 0.064656 | Long | Closed |
| 7 | 7 | (entries/exits, LNT) | 236.355602 | 2023-12-07 | 48.757095 | 0.0 | 2023-12-08 | 48.343102 | 0.0 | 97.849762 | 0.008491 | Short | Closed |
| 8 | 8 | (entries/exits, LNT) | 244.377431 | 2023-12-08 | 48.344535 | 0.0 | 2023-12-13 | 50.224884 | 0.0 | 459.514753 | 0.038895 | Long | Closed |
| 9 | 9 | (entries/exits, LNT) | 255.033688 | 2023-12-13 | 50.172455 | 0.0 | 2023-12-15 | 47.628021 | 0.0 | 648.916234 | 0.050714 | Short | Closed |
| 10 | 10 | (entries/exits, LNT) | 272.492207 | 2023-12-15 | 47.628861 | 0.0 | 2024-01-02 | 48.811156 | 0.0 | 322.166119 | 0.024823 | Long | Closed |
| 11 | 11 | (entries/exits, LNT) | 310.862503 | 2024-01-02 | 48.584025 | 0.0 | 2024-01-22 | 45.670134 | 0.0 | 905.819353 | 0.059976 | Short | Closed |
| 12 | 12 | (entries/exits, LNT) | 314.837629 | 2024-01-22 | 45.593599 | 0.0 | 2024-02-15 | 45.990686 | 0.0 | 125.017657 | 0.008709 | Long | Closed |
| 13 | 13 | (entries/exits, LNT) | 353.821843 | 2024-02-15 | 45.945171 | 0.0 | 2024-03-20 | 46.354077 | 0.0 | -144.679822 | -0.008900 | Short | Closed |
| 14 | 14 | (entries/exits, LNT) | 307.704080 | 2024-03-20 | 46.368183 | 0.0 | 2024-03-28 | 47.883286 | 0.0 | 466.203204 | 0.032675 | Long | Closed |
| 15 | 15 | (entries/exits, LNT) | 313.875668 | 2024-03-28 | 47.869887 | 0.0 | 2024-04-03 | 46.991138 | 0.0 | 275.817661 | 0.018357 | Short | Closed |
| 16 | 16 | (entries/exits, LNT) | 323.738491 | 2024-04-03 | 46.978461 | 0.0 | 2024-04-08 | 46.985664 | 0.0 | 2.332021 | 0.000153 | Long | Closed |
| 17 | 17 | (entries/exits, LNT) | 510.285069 | 2024-04-08 | 48.049255 | 0.0 | 2024-10-07 | 53.864420 | 0.0 | -2967.391438 | -0.121025 | Short | Closed |
| 18 | 18 | (entries/exits, LNT) | 219.975465 | 2024-10-07 | 57.424132 | 0.0 | 2024-10-15 | 59.105958 | 0.0 | 369.960491 | 0.029288 | Long | Closed |
| 19 | 19 | (entries/exits, LNT) | 246.014152 | 2024-10-15 | 59.054667 | 0.0 | 2024-10-30 | 57.554835 | 0.0 | 368.979762 | 0.025397 | Short | Closed |
| 20 | 20 | (entries/exits, LNT) | 233.707202 | 2024-10-30 | 57.367794 | 0.0 | 2024-11-18 | 60.274982 | 0.0 | 679.430710 | 0.050676 | Long | Closed |
| 21 | 21 | (entries/exits, LNT) | 256.033655 | 2024-11-18 | 60.301637 | 0.0 | 2024-12-12 | 59.131581 | 0.0 | 299.573628 | 0.019403 | Short | Closed |
| 22 | 22 | (entries/exits, LNT) | 247.020021 | 2024-12-12 | 58.966183 | 0.0 | 2025-01-16 | 58.592462 | 0.0 | -92.316533 | -0.006338 | Long | Closed |
| 23 | 23 | (entries/exits, LNT) | 322.008211 | 2025-01-16 | 58.969326 | 0.0 | 2025-04-04 | 60.676782 | 0.0 | -549.815007 | -0.028955 | Short | Closed |
| 24 | 24 | (entries/exits, LNT) | 234.317326 | 2025-04-04 | 60.362207 | 0.0 | 2025-04-17 | 59.829530 | 0.0 | -124.815434 | -0.008825 | Long | Open |
| 25 | 25 | (entries/exits stock two, PSKY) | 64.682338 | 2023-06-01 | 14.929746 | 0.0 | 2023-07-14 | 15.482690 | 0.0 | -35.765725 | -0.037036 | Short | Closed |
| 26 | 26 | (entries/exits stock two, PSKY) | 66.545940 | 2023-07-14 | 15.302243 | 0.0 | 2023-08-04 | 15.131505 | 0.0 | -11.361912 | -0.011158 | Long | Closed |
| 27 | 27 | (entries/exits stock two, PSKY) | 77.994177 | 2023-08-04 | 14.809909 | 0.0 | 2023-09-07 | 12.915133 | 0.0 | 147.781519 | 0.127940 | Short | Closed |
| 28 | 28 | (entries/exits stock two, PSKY) | 80.302961 | 2023-09-07 | 12.576585 | 0.0 | 2023-09-28 | 12.516790 | 0.0 | -4.801697 | -0.004754 | Long | Closed |
| 29 | 29 | (entries/exits stock two, PSKY) | 93.441896 | 2023-09-28 | 12.228115 | 0.0 | 2023-10-24 | 10.923714 | 0.0 | 121.885644 | 0.106672 | Short | Closed |
| 30 | 30 | (entries/exits stock two, PSKY) | 104.367617 | 2023-10-24 | 10.933363 | 0.0 | 2023-11-09 | 11.886660 | 0.0 | 99.493361 | 0.087192 | Long | Closed |
| 31 | 31 | (entries/exits stock two, PSKY) | 91.324274 | 2023-11-09 | 11.996737 | 0.0 | 2023-12-07 | 14.360126 | 0.0 | -215.834777 | -0.197003 | Short | Closed |
| 32 | 32 | (entries/exits stock two, PSKY) | 68.143277 | 2023-12-07 | 14.584185 | 0.0 | 2023-12-08 | 16.350199 | 0.0 | 120.341988 | 0.121091 | Long | Closed |
| 33 | 33 | (entries/exits stock two, PSKY) | 68.773219 | 2023-12-08 | 16.232037 | 0.0 | 2023-12-13 | 15.263420 | 0.0 | 66.614903 | 0.059673 | Short | Closed |
| 34 | 34 | (entries/exits stock two, PSKY) | 68.982392 | 2023-12-13 | 15.263420 | 0.0 | 2023-12-15 | 15.853804 | 0.0 | 40.726085 | 0.038680 | Long | Closed |
| 35 | 35 | (entries/exits stock two, PSKY) | 79.871748 | 2023-12-15 | 15.708032 | 0.0 | 2024-01-02 | 14.038768 | 0.0 | 133.326976 | 0.106268 | Short | Closed |
| 36 | 36 | (entries/exits stock two, PSKY) | 97.338488 | 2024-01-02 | 13.882411 | 0.0 | 2024-01-22 | 13.405727 | 0.0 | -46.399668 | -0.034337 | Long | Closed |
| 37 | 37 | (entries/exits stock two, PSKY) | 110.197507 | 2024-01-22 | 13.302716 | 0.0 | 2024-02-15 | 12.448842 | 0.0 | 94.094828 | 0.064188 | Short | Closed |
| 38 | 38 | (entries/exits stock two, PSKY) | 131.204510 | 2024-02-15 | 11.937002 | 0.0 | 2024-03-20 | 12.009151 | 0.0 | 9.466219 | 0.006044 | Long | Closed |
| 39 | 39 | (entries/exits stock two, PSKY) | 111.505883 | 2024-03-20 | 12.131444 | 0.0 | 2024-03-28 | 11.500266 | 0.0 | 70.380002 | 0.052028 | Short | Closed |
| 40 | 40 | (entries/exits stock two, PSKY) | 111.232832 | 2024-03-28 | 11.506274 | 0.0 | 2024-04-03 | 13.206804 | 0.0 | 189.154675 | 0.147791 | Long | Closed |
| 41 | 41 | (entries/exits stock two, PSKY) | 110.737914 | 2024-04-03 | 13.078686 | 0.0 | 2024-04-08 | 10.812449 | 0.0 | 250.958337 | 0.173277 | Short | Closed |
| 42 | 42 | (entries/exits stock two, PSKY) | 283.984140 | 2024-04-08 | 10.834347 | 0.0 | 2024-10-07 | 11.013518 | 0.0 | 50.881632 | 0.016537 | Long | Closed |
| 43 | 43 | (entries/exits stock two, PSKY) | 108.592505 | 2024-10-07 | 10.379285 | 0.0 | 2024-10-15 | 10.364995 | 0.0 | 1.551856 | 0.001377 | Short | Closed |
| 44 | 44 | (entries/exits stock two, PSKY) | 117.767283 | 2024-10-15 | 10.350654 | 0.0 | 2024-10-30 | 10.507918 | 0.0 | 18.520611 | 0.015194 | Long | Closed |
| 45 | 45 | (entries/exits stock two, PSKY) | 128.437344 | 2024-10-30 | 10.574205 | 0.0 | 2024-11-18 | 10.563319 | 0.0 | 1.398122 | 0.001029 | Short | Closed |
| 46 | 46 | (entries/exits stock two, PSKY) | 128.001723 | 2024-11-18 | 10.483981 | 0.0 | 2024-12-12 | 11.397566 | 0.0 | 116.940440 | 0.087141 | Long | Closed |
| 47 | 47 | (entries/exits stock two, PSKY) | 131.516780 | 2024-12-12 | 11.315965 | 0.0 | 2025-01-16 | 10.135092 | 0.0 | 155.304717 | 0.104355 | Short | Closed |
| 48 | 48 | (entries/exits stock two, PSKY) | 155.219108 | 2025-01-16 | 10.308017 | 0.0 | 2025-04-04 | 11.106528 | 0.0 | 123.944144 | 0.077465 | Long | Closed |
| 49 | 49 | (entries/exits stock two, PSKY) | 117.159907 | 2025-04-04 | 11.001881 | 0.0 | 2025-04-17 | 10.895925 | 0.0 | 12.413803 | 0.009631 | Short | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 15360.81101 |
| Total Return [%] | 53.60811 |
| Max Gross Exposure [%] | 181.310463 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 19.489862 |
| Max Drawdown Duration | 270 days 00:00:00 |
| Profit Factor | 2.17585 |
| Expectancy | 11.304394 |
| Sharpe Ratio | 1.733894 |
| Calmar Ratio | 1.975516 |
| Omega Ratio | 1.278797 |
| Sortino Ratio | 2.894967 |
| Skew | 0.685752 |
| Kurtosis | 2.075933 |
| Tail Ratio | 1.299675 |
| Common Sense Ratio | 1.800083 |
| Value at Risk | -0.015173 |
| Alpha | 0.358194 |
| Beta | 0.111772 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, LNT) | 190.039864 | 2023-10-24 | 46.100987 | 0.0 | 2023-11-09 | 45.791326 | 0.0 | 58.847987 | 0.006717 | Short | Closed |
| 1 | 1 | (entries/exits, LNT) | 188.165682 | 2023-11-09 | 45.752612 | 0.0 | 2023-12-07 | 48.637963 | 0.0 | 542.924082 | 0.063064 | Long | Closed |
| 2 | 2 | (entries/exits, LNT) | 175.776513 | 2023-12-07 | 48.757095 | 0.0 | 2023-12-08 | 48.343102 | 0.0 | 72.770393 | 0.008491 | Short | Closed |
| 3 | 3 | (entries/exits, LNT) | 185.320719 | 2023-12-08 | 48.346201 | 0.0 | 2023-12-13 | 50.224884 | 0.0 | 348.158827 | 0.038859 | Long | Closed |
| 4 | 4 | (entries/exits, LNT) | 192.949489 | 2023-12-13 | 50.168178 | 0.0 | 2023-12-15 | 47.628021 | 0.0 | 490.122034 | 0.050633 | Short | Closed |
| 5 | 5 | (entries/exits, LNT) | 207.629629 | 2023-12-15 | 47.629855 | 0.0 | 2024-01-02 | 48.808330 | 0.0 | 244.686386 | 0.024742 | Long | Closed |
| 6 | 6 | (entries/exits, LNT) | 232.665116 | 2024-01-02 | 48.598400 | 0.0 | 2024-01-22 | 45.662467 | 0.0 | 683.089210 | 0.060412 | Short | Closed |
| 7 | 7 | (entries/exits, LNT) | 242.544461 | 2024-01-22 | 45.591176 | 0.0 | 2024-02-15 | 45.993694 | 0.0 | 97.628462 | 0.008829 | Long | Closed |
| 8 | 8 | (entries/exits, LNT) | 264.829869 | 2024-02-15 | 45.952800 | 0.0 | 2024-03-20 | 46.348004 | 0.0 | -104.661930 | -0.008600 | Short | Closed |
| 9 | 9 | (entries/exits, LNT) | 235.929887 | 2024-03-20 | 46.368296 | 0.0 | 2024-03-28 | 47.877268 | 0.0 | 356.011576 | 0.032543 | Long | Closed |
| 10 | 10 | (entries/exits, LNT) | 238.155334 | 2024-03-28 | 47.870887 | 0.0 | 2024-04-03 | 46.990826 | 0.0 | 209.591199 | 0.018384 | Short | Closed |
| 11 | 11 | (entries/exits, LNT) | 252.073373 | 2024-04-03 | 46.970090 | 0.0 | 2024-04-08 | 46.985664 | 0.0 | 3.925893 | 0.000332 | Long | Closed |
| 12 | 12 | (entries/exits, LNT) | 392.436303 | 2024-04-08 | 48.009975 | 0.0 | 2024-10-07 | 53.999592 | 0.0 | -2350.543265 | -0.124758 | Short | Closed |
| 13 | 13 | (entries/exits, LNT) | 176.760718 | 2024-10-07 | 57.423149 | 0.0 | 2024-10-15 | 59.102556 | 0.0 | 296.853086 | 0.029246 | Long | Closed |
| 14 | 14 | (entries/exits, LNT) | 194.957151 | 2024-10-15 | 59.054842 | 0.0 | 2024-10-30 | 57.540255 | 0.0 | 295.279572 | 0.025647 | Short | Closed |
| 15 | 15 | (entries/exits, LNT) | 188.330516 | 2024-10-30 | 57.368783 | 0.0 | 2024-11-18 | 60.241450 | 0.0 | 541.010815 | 0.050074 | Long | Closed |
| 16 | 16 | (entries/exits, LNT) | 202.912609 | 2024-11-18 | 60.296281 | 0.0 | 2024-12-12 | 59.113908 | 0.0 | 239.918386 | 0.019609 | Short | Closed |
| 17 | 17 | (entries/exits, LNT) | 201.995691 | 2024-12-12 | 58.931007 | 0.0 | 2025-01-16 | 58.576554 | 0.0 | -71.598143 | -0.006015 | Long | Closed |
| 18 | 18 | (entries/exits, LNT) | 260.130116 | 2025-01-16 | 58.960349 | 0.0 | 2025-04-04 | 60.671970 | 0.0 | -445.244260 | -0.029030 | Short | Closed |
| 19 | 19 | (entries/exits, LNT) | 198.183983 | 2025-04-04 | 60.327071 | 0.0 | 2025-05-07 | 61.258143 | 0.0 | 184.523475 | 0.015434 | Long | Closed |
| 20 | 20 | (entries/exits, LNT) | 192.368446 | 2025-05-07 | 61.303032 | 0.0 | 2025-05-12 | 59.089904 | 0.0 | 425.735981 | 0.036101 | Short | Closed |
| 21 | 21 | (entries/exits, LNT) | 202.976190 | 2025-05-12 | 59.058171 | 0.0 | 2025-05-16 | 61.982422 | 0.0 | 593.553343 | 0.049515 | Long | Closed |
| 22 | 22 | (entries/exits, LNT) | 237.167364 | 2025-05-16 | 61.791142 | 0.0 | 2025-06-17 | 59.789216 | 0.0 | 474.791536 | 0.032398 | Short | Closed |
| 23 | 23 | (entries/exits, LNT) | 219.473324 | 2025-06-17 | 59.627333 | 0.0 | 2025-07-07 | 61.435270 | 0.0 | 396.794022 | 0.030321 | Long | Closed |
| 24 | 24 | (entries/exits, LNT) | 266.966806 | 2025-07-07 | 61.985817 | 0.0 | 2025-08-26 | 65.376843 | 0.0 | -905.291265 | -0.054706 | Short | Closed |
| 25 | 25 | (entries/exits, LNT) | 204.054886 | 2025-08-26 | 65.699496 | 0.0 | 2025-09-11 | 64.658624 | 0.0 | -212.394904 | -0.015843 | Long | Open |
| 26 | 26 | (entries/exits stock two, PSKY) | 190.779821 | 2023-10-24 | 10.925907 | 0.0 | 2023-11-09 | 11.877816 | 0.0 | 181.605125 | 0.087124 | Long | Closed |
| 27 | 27 | (entries/exits stock two, PSKY) | 171.448355 | 2023-11-09 | 11.997958 | 0.0 | 2023-12-07 | 14.340366 | 0.0 | -401.601940 | -0.195234 | Short | Closed |
| 28 | 28 | (entries/exits stock two, PSKY) | 124.204615 | 2023-12-07 | 14.584185 | 0.0 | 2023-12-08 | 16.350199 | 0.0 | 219.347101 | 0.121091 | Long | Closed |
| 29 | 29 | (entries/exits stock two, PSKY) | 127.820941 | 2023-12-08 | 16.222088 | 0.0 | 2023-12-13 | 15.263420 | 0.0 | 122.537774 | 0.059096 | Short | Closed |
| 30 | 30 | (entries/exits stock two, PSKY) | 127.397374 | 2023-12-13 | 15.263420 | 0.0 | 2023-12-15 | 15.852145 | 0.0 | 75.002061 | 0.038571 | Long | Closed |
| 31 | 31 | (entries/exits stock two, PSKY) | 149.074241 | 2023-12-15 | 15.698202 | 0.0 | 2024-01-02 | 14.043245 | 0.0 | 246.711578 | 0.105423 | Short | Closed |
| 32 | 32 | (entries/exits stock two, PSKY) | 178.066347 | 2024-01-02 | 13.894825 | 0.0 | 2024-01-22 | 13.403961 | 0.0 | -87.406354 | -0.035327 | Long | Closed |
| 33 | 33 | (entries/exits stock two, PSKY) | 206.642274 | 2024-01-22 | 13.294867 | 0.0 | 2024-02-15 | 12.463268 | 0.0 | 171.843543 | 0.062550 | Short | Closed |
| 34 | 34 | (entries/exits stock two, PSKY) | 236.988348 | 2024-02-15 | 11.965079 | 0.0 | 2024-03-20 | 12.029601 | 0.0 | 15.290864 | 0.005392 | Long | Closed |
| 35 | 35 | (entries/exits stock two, PSKY) | 209.535045 | 2024-03-20 | 12.121406 | 0.0 | 2024-03-28 | 11.499407 | 0.0 | 130.330675 | 0.051314 | Short | Closed |
| 36 | 36 | (entries/exits stock two, PSKY) | 206.849954 | 2024-03-28 | 11.506303 | 0.0 | 2024-04-03 | 13.207897 | 0.0 | 351.974556 | 0.147884 | Long | Closed |
| 37 | 37 | (entries/exits stock two, PSKY) | 211.323962 | 2024-04-03 | 13.065087 | 0.0 | 2024-04-08 | 10.812449 | 0.0 | 476.036251 | 0.172417 | Short | Closed |
| 38 | 38 | (entries/exits stock two, PSKY) | 517.125902 | 2024-04-08 | 10.835807 | 0.0 | 2024-10-07 | 10.986323 | 0.0 | 77.836032 | 0.013891 | Long | Closed |
| 39 | 39 | (entries/exits stock two, PSKY) | 213.279236 | 2024-10-07 | 10.379184 | 0.0 | 2024-10-15 | 10.365014 | 0.0 | 3.022120 | 0.001365 | Short | Closed |
| 40 | 40 | (entries/exits stock two, PSKY) | 228.656209 | 2024-10-15 | 10.351988 | 0.0 | 2024-10-30 | 10.509344 | 0.0 | 35.980414 | 0.015201 | Long | Closed |
| 41 | 41 | (entries/exits stock two, PSKY) | 252.579338 | 2024-10-30 | 10.575852 | 0.0 | 2024-11-18 | 10.570052 | 0.0 | 1.464929 | 0.000548 | Short | Closed |
| 42 | 42 | (entries/exits stock two, PSKY) | 246.708919 | 2024-11-18 | 10.483046 | 0.0 | 2024-12-12 | 11.405244 | 0.0 | 227.514458 | 0.087970 | Long | Closed |
| 43 | 43 | (entries/exits stock two, PSKY) | 260.954219 | 2024-12-12 | 11.308347 | 0.0 | 2025-01-16 | 10.134957 | 0.0 | 306.200881 | 0.103763 | Short | Closed |
| 44 | 44 | (entries/exits stock two, PSKY) | 302.701291 | 2025-01-16 | 10.291949 | 0.0 | 2025-04-04 | 11.101398 | 0.0 | 245.021158 | 0.078649 | Long | Closed |
| 45 | 45 | (entries/exits stock two, PSKY) | 249.959975 | 2025-04-04 | 11.019270 | 0.0 | 2025-05-07 | 11.478522 | 0.0 | -114.794620 | -0.041677 | Short | Closed |
| 46 | 46 | (entries/exits stock two, PSKY) | 211.959979 | 2025-05-07 | 11.521493 | 0.0 | 2025-05-12 | 11.899482 | 0.0 | 80.118531 | 0.032807 | Long | Closed |
| 47 | 47 | (entries/exits stock two, PSKY) | 219.879253 | 2025-05-12 | 11.897254 | 0.0 | 2025-05-16 | 11.650799 | 0.0 | 54.190395 | 0.020715 | Short | Closed |
| 48 | 48 | (entries/exits stock two, PSKY) | 249.307961 | 2025-05-16 | 11.671286 | 0.0 | 2025-06-17 | 11.970786 | 0.0 | 74.667929 | 0.025661 | Long | Closed |
| 49 | 49 | (entries/exits stock two, PSKY) | 238.869986 | 2025-06-17 | 11.996321 | 0.0 | 2025-07-07 | 12.533755 | 0.0 | -128.377053 | -0.044800 | Short | Closed |
| 50 | 50 | (entries/exits stock two, PSKY) | 324.488524 | 2025-07-07 | 12.363038 | 0.0 | 2025-08-26 | 14.933921 | 0.0 | 834.221978 | 0.207949 | Long | Closed |
| 51 | 51 | (entries/exits stock two, PSKY) | 198.426938 | 2025-08-26 | 15.713125 | 0.0 | 2025-09-11 | 17.247241 | 0.0 | -304.409874 | -0.097633 | Short | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 14941.726366 |
| Total Return [%] | 49.417264 |
| Max Gross Exposure [%] | 140.40352 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 13.137947 |
| Max Drawdown Duration | 173 days 00:00:00 |
| Profit Factor | 2.07558 |
| Expectancy | 9.004939 |
| Sharpe Ratio | 1.774951 |
| Calmar Ratio | 2.711654 |
| Omega Ratio | 1.295307 |
| Sortino Ratio | 2.701447 |
| Skew | 0.003473 |
| Kurtosis | 2.985914 |
| Tail Ratio | 1.134098 |
| Common Sense Ratio | 1.538127 |
| Value at Risk | -0.013648 |
| Alpha | 0.347097 |
| Beta | 0.065489 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, MDT) | 115.756016 | 2022-12-29 | 71.948649 | 0.0 | 2023-02-16 | 77.278907 | 0.0 | 617.009469 | 0.074084 | Long | Closed |
| 1 | 1 | (entries/exits, MDT) | 156.472781 | 2023-02-16 | 76.999832 | 0.0 | 2023-05-26 | 76.381625 | 0.0 | 96.732593 | 0.008029 | Short | Closed |
| 2 | 2 | (entries/exits, MDT) | 111.320068 | 2023-05-26 | 76.081510 | 0.0 | 2023-08-14 | 78.166431 | 0.0 | 232.093521 | 0.027404 | Long | Closed |
| 3 | 3 | (entries/exits, MDT) | 129.256295 | 2023-08-14 | 77.075245 | 0.0 | 2023-10-11 | 70.106167 | 0.0 | 900.797211 | 0.090419 | Short | Closed |
| 4 | 4 | (entries/exits, MDT) | 124.986428 | 2023-10-11 | 68.671975 | 0.0 | 2023-11-21 | 73.649591 | 0.0 | 622.134473 | 0.072484 | Long | Closed |
| 5 | 5 | (entries/exits, MDT) | 116.024235 | 2023-11-21 | 74.187317 | 0.0 | 2023-12-05 | 74.383206 | 0.0 | -22.727856 | -0.002640 | Short | Closed |
| 6 | 6 | (entries/exits, MDT) | 119.043539 | 2023-12-05 | 74.477358 | 0.0 | 2024-01-11 | 82.494025 | 0.0 | 954.332411 | 0.107639 | Long | Closed |
| 7 | 7 | (entries/exits, MDT) | 116.225461 | 2024-01-11 | 82.777870 | 0.0 | 2024-02-01 | 83.722258 | 0.0 | -109.761921 | -0.011409 | Short | Closed |
| 8 | 8 | (entries/exits, MDT) | 119.081307 | 2024-02-01 | 83.513789 | 0.0 | 2024-04-11 | 79.059890 | 0.0 | -530.376101 | -0.053331 | Long | Closed |
| 9 | 9 | (entries/exits, MDT) | 119.698388 | 2024-04-11 | 78.617780 | 0.0 | 2024-05-14 | 80.542347 | 0.0 | -230.367506 | -0.024480 | Short | Closed |
| 10 | 10 | (entries/exits, MDT) | 104.792343 | 2024-05-14 | 80.878811 | 0.0 | 2024-05-22 | 82.271576 | 0.0 | 145.951032 | 0.017220 | Long | Closed |
| 11 | 11 | (entries/exits, MDT) | 118.976867 | 2024-05-22 | 81.756547 | 0.0 | 2024-05-31 | 78.077181 | 0.0 | 437.759456 | 0.045004 | Short | Closed |
| 12 | 12 | (entries/exits, MDT) | 115.658026 | 2024-05-31 | 78.067821 | 0.0 | 2024-06-04 | 79.884583 | 0.0 | 210.122996 | 0.023272 | Long | Closed |
| 13 | 13 | (entries/exits, MDT) | 143.662453 | 2024-06-04 | 79.336260 | 0.0 | 2024-07-10 | 74.934214 | 0.0 | 632.408751 | 0.055486 | Short | Closed |
| 14 | 14 | (entries/exits, MDT) | 138.038747 | 2024-07-10 | 74.871921 | 0.0 | 2024-09-04 | 86.627489 | 0.0 | 1622.723889 | 0.157009 | Long | Closed |
| 15 | 15 | (entries/exits, MDT) | 126.671016 | 2024-09-04 | 87.977836 | 0.0 | 2024-09-18 | 85.366385 | 0.0 | 330.795187 | 0.029683 | Short | Closed |
| 16 | 16 | (entries/exits, MDT) | 128.164613 | 2024-09-18 | 85.341134 | 0.0 | 2024-10-22 | 88.826918 | 0.0 | 446.754100 | 0.040845 | Long | Closed |
| 17 | 17 | (entries/exits, MDT) | 153.891755 | 2024-10-22 | 88.171579 | 0.0 | 2024-11-20 | 82.577419 | 0.0 | 860.895106 | 0.063446 | Short | Open |
| 18 | 18 | (entries/exits stock two, MHK) | 29.410522 | 2022-12-29 | 104.868436 | 0.0 | 2023-02-16 | 116.098813 | 0.0 | -330.291269 | -0.107090 | Short | Closed |
| 19 | 19 | (entries/exits stock two, MHK) | 38.699574 | 2023-02-16 | 108.101899 | 0.0 | 2023-05-26 | 96.659210 | 0.0 | -442.827183 | -0.105851 | Long | Closed |
| 20 | 20 | (entries/exits stock two, MHK) | 36.786565 | 2023-05-26 | 97.255840 | 0.0 | 2023-08-14 | 102.614753 | 0.0 | -197.135994 | -0.055101 | Short | Closed |
| 21 | 21 | (entries/exits stock two, MHK) | 32.929072 | 2023-08-14 | 98.400090 | 0.0 | 2023-10-11 | 85.425652 | 0.0 | -427.236182 | -0.131854 | Long | Closed |
| 22 | 22 | (entries/exits stock two, MHK) | 38.946873 | 2023-10-11 | 83.563405 | 0.0 | 2023-11-21 | 83.834999 | 0.0 | -10.577731 | -0.003250 | Short | Closed |
| 23 | 23 | (entries/exits stock two, MHK) | 31.720803 | 2023-11-21 | 84.015960 | 0.0 | 2023-12-05 | 91.438597 | 0.0 | 235.452012 | 0.088348 | Long | Closed |
| 24 | 24 | (entries/exits stock two, MHK) | 34.291566 | 2023-12-05 | 92.806462 | 0.0 | 2024-01-11 | 103.957979 | 0.0 | -382.402992 | -0.120159 | Short | Closed |
| 25 | 25 | (entries/exits stock two, MHK) | 29.584864 | 2024-01-11 | 104.043152 | 0.0 | 2024-02-01 | 109.286991 | 0.0 | 155.138274 | 0.050401 | Long | Closed |
| 26 | 26 | (entries/exits stock two, MHK) | 33.289736 | 2024-02-01 | 111.880383 | 0.0 | 2024-04-11 | 118.098973 | 0.0 | -207.015226 | -0.055582 | Short | Closed |
| 27 | 27 | (entries/exits stock two, MHK) | 26.487596 | 2024-04-11 | 116.858856 | 0.0 | 2024-05-14 | 121.770890 | 0.0 | 130.107977 | 0.042034 | Long | Closed |
| 28 | 28 | (entries/exits stock two, MHK) | 22.429880 | 2024-05-14 | 122.921959 | 0.0 | 2024-05-22 | 117.411552 | 0.0 | 123.597780 | 0.044829 | Short | Closed |
| 29 | 29 | (entries/exits stock two, MHK) | 24.443225 | 2024-05-22 | 117.316227 | 0.0 | 2024-05-31 | 121.832253 | 0.0 | 110.386249 | 0.038494 | Long | Closed |
| 30 | 30 | (entries/exits stock two, MHK) | 23.620491 | 2024-05-31 | 121.917574 | 0.0 | 2024-06-04 | 115.660004 | 0.0 | 147.806878 | 0.051326 | Short | Closed |
| 31 | 31 | (entries/exits stock two, MHK) | 31.137971 | 2024-06-04 | 114.730523 | 0.0 | 2024-07-10 | 113.071434 | 0.0 | -51.660670 | -0.014461 | Long | Closed |
| 32 | 32 | (entries/exits stock two, MHK) | 34.974683 | 2024-07-10 | 120.319834 | 0.0 | 2024-09-04 | 147.698526 | 0.0 | -957.561114 | -0.227549 | Short | Closed |
| 33 | 33 | (entries/exits stock two, MHK) | 22.566570 | 2024-09-04 | 150.640055 | 0.0 | 2024-09-18 | 156.438257 | 0.0 | 130.845532 | 0.038490 | Long | Closed |
| 34 | 34 | (entries/exits stock two, MHK) | 23.866745 | 2024-09-18 | 156.580599 | 0.0 | 2024-10-22 | 153.584683 | 0.0 | 71.502762 | 0.019133 | Short | Closed |
| 35 | 35 | (entries/exits stock two, MHK) | 29.355764 | 2024-10-22 | 149.045187 | 0.0 | 2024-11-20 | 136.315846 | 0.0 | -373.679546 | -0.085406 | Long | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 15956.955825 |
| Total Return [%] | 59.569558 |
| Max Gross Exposure [%] | 118.138296 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 8.189074 |
| Max Drawdown Duration | 81 days 00:00:00 |
| Profit Factor | 2.303825 |
| Expectancy | 11.108202 |
| Sharpe Ratio | 2.045751 |
| Calmar Ratio | 5.197492 |
| Omega Ratio | 1.356503 |
| Sortino Ratio | 3.253969 |
| Skew | 0.263116 |
| Kurtosis | 4.350869 |
| Tail Ratio | 1.234367 |
| Common Sense Ratio | 1.759746 |
| Value at Risk | -0.012859 |
| Alpha | 0.466361 |
| Beta | -0.053811 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, MDT) | 109.295569 | 2023-05-26 | 76.123855 | 0.0 | 2023-08-14 | 78.199853 | 0.0 | 226.897376 | 0.027271 | Long | Closed |
| 1 | 1 | (entries/exits, MDT) | 124.156626 | 2023-08-14 | 77.097225 | 0.0 | 2023-10-11 | 70.098548 | 0.0 | 868.932216 | 0.090777 | Short | Closed |
| 2 | 2 | (entries/exits, MDT) | 121.156998 | 2023-10-11 | 68.661407 | 0.0 | 2023-11-21 | 73.595332 | 0.0 | 597.779600 | 0.071859 | Long | Closed |
| 3 | 3 | (entries/exits, MDT) | 111.406226 | 2023-11-21 | 74.187468 | 0.0 | 2023-12-05 | 74.381658 | 0.0 | -21.633955 | -0.002618 | Short | Closed |
| 4 | 4 | (entries/exits, MDT) | 114.848096 | 2023-12-05 | 74.487879 | 0.0 | 2024-01-11 | 82.456069 | 0.0 | 915.131515 | 0.106973 | Long | Closed |
| 5 | 5 | (entries/exits, MDT) | 110.899890 | 2024-01-11 | 82.779756 | 0.0 | 2024-02-01 | 83.724269 | 0.0 | -104.746348 | -0.011410 | Short | Closed |
| 6 | 6 | (entries/exits, MDT) | 115.110045 | 2024-02-01 | 83.484968 | 0.0 | 2024-04-11 | 79.082136 | 0.0 | -506.810192 | -0.052738 | Long | Closed |
| 7 | 7 | (entries/exits, MDT) | 114.168023 | 2024-04-11 | 78.624563 | 0.0 | 2024-05-14 | 80.552667 | 0.0 | -220.127855 | -0.024523 | Short | Closed |
| 8 | 8 | (entries/exits, MDT) | 100.539781 | 2024-05-14 | 80.879467 | 0.0 | 2024-05-22 | 82.271383 | 0.0 | 139.942946 | 0.017210 | Long | Closed |
| 9 | 9 | (entries/exits, MDT) | 113.952030 | 2024-05-22 | 81.762359 | 0.0 | 2024-05-31 | 78.076812 | 0.0 | 419.975569 | 0.045076 | Short | Closed |
| 10 | 10 | (entries/exits, MDT) | 110.921008 | 2024-05-31 | 78.068468 | 0.0 | 2024-06-04 | 79.884583 | 0.0 | 201.445248 | 0.023263 | Long | Closed |
| 11 | 11 | (entries/exits, MDT) | 137.613759 | 2024-06-04 | 79.341695 | 0.0 | 2024-07-10 | 74.935126 | 0.0 | 606.404591 | 0.055539 | Short | Closed |
| 12 | 12 | (entries/exits, MDT) | 132.876258 | 2024-07-10 | 74.898092 | 0.0 | 2024-09-04 | 86.483657 | 0.0 | 1539.446509 | 0.154684 | Long | Closed |
| 13 | 13 | (entries/exits, MDT) | 119.703790 | 2024-09-04 | 87.979242 | 0.0 | 2024-09-18 | 85.364995 | 0.0 | 312.935234 | 0.029714 | Short | Closed |
| 14 | 14 | (entries/exits, MDT) | 121.586303 | 2024-09-18 | 85.345436 | 0.0 | 2024-10-22 | 88.820370 | 0.0 | 422.504400 | 0.040716 | Long | Closed |
| 15 | 15 | (entries/exits, MDT) | 145.133398 | 2024-10-22 | 88.185612 | 0.0 | 2024-11-25 | 84.032186 | 0.0 | 602.800745 | 0.047099 | Short | Closed |
| 16 | 16 | (entries/exits, MDT) | 130.128658 | 2024-11-25 | 83.653026 | 0.0 | 2024-12-03 | 83.612094 | 0.0 | -5.326415 | -0.000489 | Long | Closed |
| 17 | 17 | (entries/exits, MDT) | 155.561939 | 2024-12-03 | 82.971627 | 0.0 | 2025-01-15 | 83.531650 | 0.0 | -87.118277 | -0.006750 | Short | Closed |
| 18 | 18 | (entries/exits, MDT) | 127.736176 | 2025-01-15 | 84.046359 | 0.0 | 2025-01-24 | 88.724391 | 0.0 | 597.553906 | 0.055660 | Long | Closed |
| 19 | 19 | (entries/exits, MDT) | 168.292385 | 2025-01-24 | 88.566202 | 0.0 | 2025-03-25 | 87.948313 | 0.0 | 103.986011 | 0.006977 | Short | Closed |
| 20 | 20 | (entries/exits, MDT) | 129.552058 | 2025-03-25 | 87.167683 | 0.0 | 2025-04-03 | 87.187229 | 0.0 | 2.532211 | 0.000224 | Long | Closed |
| 21 | 21 | (entries/exits, MDT) | 157.664747 | 2025-04-03 | 86.261234 | 0.0 | 2025-04-17 | 82.074187 | 0.0 | 660.149704 | 0.048539 | Short | Open |
| 22 | 22 | (entries/exits stock two, MHK) | 41.163047 | 2023-05-26 | 97.267257 | 0.0 | 2023-08-14 | 102.615066 | 0.0 | -220.132126 | -0.054981 | Short | Closed |
| 23 | 23 | (entries/exits stock two, MHK) | 36.233308 | 2023-08-14 | 98.487247 | 0.0 | 2023-10-11 | 85.398961 | 0.0 | -474.231912 | -0.132893 | Long | Closed |
| 24 | 24 | (entries/exits stock two, MHK) | 43.219447 | 2023-10-11 | 83.537546 | 0.0 | 2023-11-21 | 83.831321 | 0.0 | -12.696800 | -0.003517 | Short | Closed |
| 25 | 25 | (entries/exits stock two, MHK) | 34.923201 | 2023-11-21 | 84.015469 | 0.0 | 2023-12-05 | 91.446711 | 0.0 | 259.522765 | 0.088451 | Long | Closed |
| 26 | 26 | (entries/exits stock two, MHK) | 37.904210 | 2023-12-05 | 92.816223 | 0.0 | 2024-01-11 | 103.943269 | 0.0 | -421.761901 | -0.119883 | Short | Closed |
| 27 | 27 | (entries/exits stock two, MHK) | 32.351577 | 2024-01-11 | 104.056638 | 0.0 | 2024-02-01 | 109.311072 | 0.0 | 169.989219 | 0.050496 | Long | Closed |
| 28 | 28 | (entries/exits stock two, MHK) | 36.758951 | 2024-02-01 | 111.914299 | 0.0 | 2024-04-11 | 118.125973 | 0.0 | -228.334636 | -0.055504 | Short | Closed |
| 29 | 29 | (entries/exits stock two, MHK) | 28.940933 | 2024-04-11 | 116.883870 | 0.0 | 2024-05-14 | 121.809725 | 0.0 | 142.558844 | 0.042143 | Long | Closed |
| 30 | 30 | (entries/exits stock two, MHK) | 24.701469 | 2024-05-14 | 122.918416 | 0.0 | 2024-05-22 | 117.412285 | 0.0 | 136.009543 | 0.044795 | Short | Closed |
| 31 | 31 | (entries/exits stock two, MHK) | 26.864231 | 2024-05-22 | 117.319267 | 0.0 | 2024-05-31 | 121.835554 | 0.0 | 121.326584 | 0.038496 | Long | Closed |
| 32 | 32 | (entries/exits stock two, MHK) | 26.002457 | 2024-05-31 | 121.917629 | 0.0 | 2024-06-04 | 115.660004 | 0.0 | 162.713640 | 0.051327 | Short | Closed |
| 33 | 33 | (entries/exits stock two, MHK) | 34.078017 | 2024-06-04 | 114.757475 | 0.0 | 2024-07-10 | 113.067792 | 0.0 | -57.581039 | -0.014724 | Long | Closed |
| 34 | 34 | (entries/exits stock two, MHK) | 38.498007 | 2024-07-10 | 120.348710 | 0.0 | 2024-09-04 | 147.638980 | 0.0 | -1050.620987 | -0.226760 | Short | Closed |
| 35 | 35 | (entries/exits stock two, MHK) | 24.445796 | 2024-09-04 | 150.639785 | 0.0 | 2024-09-18 | 156.443924 | 0.0 | 141.886795 | 0.038530 | Long | Closed |
| 36 | 36 | (entries/exits stock two, MHK) | 25.912073 | 2024-09-18 | 156.575926 | 0.0 | 2024-10-22 | 153.595620 | 0.0 | 77.225919 | 0.019034 | Short | Closed |
| 37 | 37 | (entries/exits stock two, MHK) | 31.585737 | 2024-10-22 | 149.151938 | 0.0 | 2024-11-25 | 144.452087 | 0.0 | -148.448269 | -0.031510 | Long | Closed |
| 38 | 38 | (entries/exits stock two, MHK) | 29.022770 | 2024-11-25 | 144.518557 | 0.0 | 2024-12-03 | 135.429993 | 0.0 | 263.775316 | 0.062889 | Short | Closed |
| 39 | 39 | (entries/exits stock two, MHK) | 36.659232 | 2024-12-03 | 132.849913 | 0.0 | 2025-01-15 | 128.723493 | 0.0 | -151.271410 | -0.031061 | Long | Closed |
| 40 | 40 | (entries/exits stock two, MHK) | 30.984958 | 2025-01-15 | 130.029019 | 0.0 | 2025-01-24 | 125.379688 | 0.0 | 144.059324 | 0.035756 | Short | Closed |
| 41 | 41 | (entries/exits stock two, MHK) | 43.470447 | 2025-01-24 | 123.256280 | 0.0 | 2025-03-25 | 116.759512 | 0.0 | -282.417415 | -0.052709 | Long | Closed |
| 42 | 42 | (entries/exits stock two, MHK) | 36.354804 | 2025-03-25 | 115.975272 | 0.0 | 2025-04-03 | 108.263875 | 0.0 | 280.346317 | 0.066492 | Short | Closed |
| 43 | 43 | (entries/exits stock two, MHK) | 46.760946 | 2025-04-03 | 106.874017 | 0.0 | 2025-04-17 | 103.289472 | 0.0 | -167.616689 | -0.033540 | Long | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 15288.618259 |
| Total Return [%] | 52.886183 |
| Max Gross Exposure [%] | 117.253571 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 7.703007 |
| Max Drawdown Duration | 80 days 00:00:00 |
| Profit Factor | 2.193505 |
| Expectancy | 9.98323 |
| Sharpe Ratio | 1.870976 |
| Calmar Ratio | 4.934216 |
| Omega Ratio | 1.31979 |
| Sortino Ratio | 2.974699 |
| Skew | 0.362371 |
| Kurtosis | 4.221628 |
| Tail Ratio | 1.216467 |
| Common Sense Ratio | 1.678826 |
| Value at Risk | -0.01285 |
| Alpha | 0.438333 |
| Beta | -0.071366 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, MDT) | 117.940411 | 2023-10-16 | 67.683738 | 0.0 | 2023-11-21 | 73.692176 | 0.0 | 708.637675 | 0.088772 | Long | Closed |
| 1 | 1 | (entries/exits, MDT) | 110.277725 | 2023-11-21 | 74.187378 | 0.0 | 2023-12-05 | 74.382580 | 0.0 | -21.526385 | -0.002631 | Short | Closed |
| 2 | 2 | (entries/exits, MDT) | 113.365153 | 2023-12-05 | 74.481637 | 0.0 | 2024-01-11 | 82.478619 | 0.0 | 906.579178 | 0.107369 | Long | Closed |
| 3 | 3 | (entries/exits, MDT) | 110.188557 | 2024-01-11 | 82.778633 | 0.0 | 2024-02-01 | 83.723072 | 0.0 | -104.066366 | -0.011409 | Short | Closed |
| 4 | 4 | (entries/exits, MDT) | 113.492788 | 2024-02-01 | 83.502046 | 0.0 | 2024-04-11 | 79.068950 | 0.0 | -503.124356 | -0.053090 | Long | Closed |
| 5 | 5 | (entries/exits, MDT) | 113.463238 | 2024-04-11 | 78.620520 | 0.0 | 2024-05-14 | 80.546519 | 0.0 | -218.530043 | -0.024497 | Short | Closed |
| 6 | 6 | (entries/exits, MDT) | 99.570177 | 2024-05-14 | 80.879077 | 0.0 | 2024-05-22 | 82.271498 | 0.0 | 138.643600 | 0.017216 | Long | Closed |
| 7 | 7 | (entries/exits, MDT) | 112.969036 | 2024-05-22 | 81.758896 | 0.0 | 2024-05-31 | 78.077032 | 0.0 | 415.936687 | 0.045033 | Short | Closed |
| 8 | 8 | (entries/exits, MDT) | 109.876995 | 2024-05-31 | 78.068083 | 0.0 | 2024-06-04 | 79.884583 | 0.0 | 199.591486 | 0.023268 | Long | Closed |
| 9 | 9 | (entries/exits, MDT) | 136.412630 | 2024-06-04 | 79.338506 | 0.0 | 2024-07-10 | 74.934531 | 0.0 | 600.757788 | 0.055509 | Short | Closed |
| 10 | 10 | (entries/exits, MDT) | 131.338171 | 2024-07-10 | 74.882615 | 0.0 | 2024-09-04 | 86.568938 | 0.0 | 1534.860326 | 0.156062 | Long | Closed |
| 11 | 11 | (entries/exits, MDT) | 119.624226 | 2024-09-04 | 87.978405 | 0.0 | 2024-09-18 | 85.365823 | 0.0 | 312.528099 | 0.029696 | Short | Closed |
| 12 | 12 | (entries/exits, MDT) | 121.225237 | 2024-09-18 | 85.342879 | 0.0 | 2024-10-22 | 88.824263 | 0.0 | 422.031591 | 0.040793 | Long | Closed |
| 13 | 13 | (entries/exits, MDT) | 145.211863 | 2024-10-22 | 88.177258 | 0.0 | 2024-11-25 | 84.025195 | 0.0 | 602.928855 | 0.047088 | Short | Closed |
| 14 | 14 | (entries/exits, MDT) | 130.127166 | 2024-11-25 | 83.652890 | 0.0 | 2024-12-03 | 83.612071 | 0.0 | -5.311743 | -0.000488 | Long | Closed |
| 15 | 15 | (entries/exits, MDT) | 156.038479 | 2024-12-03 | 82.960224 | 0.0 | 2025-01-15 | 83.527453 | 0.0 | -88.509511 | -0.006837 | Short | Closed |
| 16 | 16 | (entries/exits, MDT) | 127.764322 | 2025-01-15 | 84.045417 | 0.0 | 2025-01-24 | 88.725490 | 0.0 | 597.946301 | 0.055685 | Long | Closed |
| 17 | 17 | (entries/exits, MDT) | 168.895371 | 2025-01-24 | 88.567173 | 0.0 | 2025-03-25 | 87.956481 | 0.0 | 103.143048 | 0.006895 | Short | Closed |
| 18 | 18 | (entries/exits, MDT) | 129.676632 | 2025-03-25 | 87.167756 | 0.0 | 2025-04-03 | 87.185994 | 0.0 | 2.365021 | 0.000209 | Long | Closed |
| 19 | 19 | (entries/exits, MDT) | 170.854724 | 2025-04-03 | 85.957400 | 0.0 | 2025-05-12 | 84.832948 | 0.0 | 192.117929 | 0.013082 | Short | Closed |
| 20 | 20 | (entries/exits, MDT) | 139.004064 | 2025-05-12 | 85.074338 | 0.0 | 2025-05-21 | 83.729654 | 0.0 | -186.916481 | -0.015806 | Long | Closed |
| 21 | 21 | (entries/exits, MDT) | 159.948586 | 2025-05-21 | 83.589099 | 0.0 | 2025-06-27 | 85.762645 | 0.0 | -347.655563 | -0.026003 | Short | Closed |
| 22 | 22 | (entries/exits, MDT) | 146.546657 | 2025-06-27 | 86.439358 | 0.0 | 2025-09-11 | 93.792947 | 0.0 | 1077.643858 | 0.085072 | Long | Open |
| 23 | 23 | (entries/exits stock two, MHK) | 37.885178 | 2023-10-16 | 82.519041 | 0.0 | 2023-11-21 | 83.895752 | 0.0 | -52.156930 | -0.016684 | Short | Closed |
| 24 | 24 | (entries/exits stock two, MHK) | 31.902034 | 2023-11-21 | 84.015762 | 0.0 | 2023-12-05 | 91.441879 | 0.0 | 236.908250 | 0.088390 | Long | Closed |
| 25 | 25 | (entries/exits stock two, MHK) | 34.543212 | 2023-12-05 | 92.810433 | 0.0 | 2024-01-11 | 103.952026 | 0.0 | -384.866399 | -0.120047 | Short | Closed |
| 26 | 26 | (entries/exits stock two, MHK) | 29.672485 | 2024-01-11 | 104.048602 | 0.0 | 2024-02-01 | 109.296727 | 0.0 | 155.724889 | 0.050439 | Long | Closed |
| 27 | 27 | (entries/exits stock two, MHK) | 33.520297 | 2024-02-01 | 111.894179 | 0.0 | 2024-04-11 | 118.109947 | 0.0 | -208.354385 | -0.055550 | Short | Closed |
| 28 | 28 | (entries/exits stock two, MHK) | 26.557367 | 2024-04-11 | 116.868954 | 0.0 | 2024-05-14 | 121.786574 | 0.0 | 130.599041 | 0.042078 | Long | Closed |
| 29 | 29 | (entries/exits stock two, MHK) | 22.560843 | 2024-05-14 | 122.920525 | 0.0 | 2024-05-22 | 117.411848 | 0.0 | 124.280391 | 0.044815 | Short | Closed |
| 30 | 30 | (entries/exits stock two, MHK) | 24.565806 | 2024-05-22 | 117.317455 | 0.0 | 2024-05-31 | 121.833588 | 0.0 | 110.942445 | 0.038495 | Long | Closed |
| 31 | 31 | (entries/exits stock two, MHK) | 23.754645 | 2024-05-31 | 121.917596 | 0.0 | 2024-06-04 | 115.660004 | 0.0 | 148.646893 | 0.051326 | Short | Closed |
| 32 | 32 | (entries/exits stock two, MHK) | 31.240885 | 2024-06-04 | 114.741394 | 0.0 | 2024-07-10 | 113.069966 | 0.0 | -52.216866 | -0.014567 | Long | Closed |
| 33 | 33 | (entries/exits stock two, MHK) | 35.172280 | 2024-07-10 | 120.331709 | 0.0 | 2024-09-04 | 147.674442 | 0.0 | -961.706293 | -0.227228 | Short | Closed |
| 34 | 34 | (entries/exits stock two, MHK) | 22.547673 | 2024-09-04 | 150.639946 | 0.0 | 2024-09-18 | 156.440549 | 0.0 | 130.790078 | 0.038506 | Long | Closed |
| 35 | 35 | (entries/exits stock two, MHK) | 23.868326 | 2024-09-18 | 156.578707 | 0.0 | 2024-10-22 | 153.589109 | 0.0 | 71.356709 | 0.019093 | Short | Closed |
| 36 | 36 | (entries/exits stock two, MHK) | 29.251101 | 2024-10-22 | 149.088200 | 0.0 | 2024-11-25 | 144.441321 | 0.0 | -135.926324 | -0.031169 | Long | Closed |
| 37 | 37 | (entries/exits stock two, MHK) | 26.766386 | 2024-11-25 | 144.523233 | 0.0 | 2024-12-03 | 135.429993 | 0.0 | 243.393173 | 0.062919 | Short | Closed |
| 38 | 38 | (entries/exits stock two, MHK) | 33.960727 | 2024-12-03 | 132.802275 | 0.0 | 2025-01-15 | 128.697771 | 0.0 | -139.391958 | -0.030907 | Long | Closed |
| 39 | 39 | (entries/exits stock two, MHK) | 28.598637 | 2025-01-15 | 130.028855 | 0.0 | 2025-01-24 | 125.379039 | 0.0 | 132.978394 | 0.035760 | Short | Closed |
| 40 | 40 | (entries/exits stock two, MHK) | 40.323995 | 2025-01-24 | 123.223554 | 0.0 | 2025-03-25 | 116.770438 | 0.0 | -260.215395 | -0.052369 | Long | Closed |
| 41 | 41 | (entries/exits stock two, MHK) | 33.584694 | 2025-03-25 | 115.975913 | 0.0 | 2025-04-03 | 108.261247 | 0.0 | 259.094708 | 0.066520 | Short | Closed |
| 42 | 42 | (entries/exits stock two, MHK) | 47.357240 | 2025-04-03 | 106.492808 | 0.0 | 2025-05-12 | 109.991340 | 0.0 | 165.680821 | 0.032852 | Long | Closed |
| 43 | 43 | (entries/exits stock two, MHK) | 36.910372 | 2025-05-12 | 110.746000 | 0.0 | 2025-05-21 | 102.533494 | 0.0 | 303.126649 | 0.074156 | Short | Closed |
| 44 | 44 | (entries/exits stock two, MHK) | 45.318058 | 2025-05-21 | 102.188441 | 0.0 | 2025-06-27 | 104.506523 | 0.0 | 105.050952 | 0.022684 | Long | Closed |
| 45 | 45 | (entries/exits stock two, MHK) | 51.081732 | 2025-06-27 | 108.986040 | 0.0 | 2025-09-11 | 131.992143 | 0.0 | -1175.191578 | -0.211092 | Short | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 15333.047329 |
| Total Return [%] | 53.330473 |
| Max Gross Exposure [%] | 22558.918059 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 15.986981 |
| Max Drawdown Duration | 90 days 00:00:00 |
| Profit Factor | 1.998488 |
| Expectancy | 12.767442 |
| Sharpe Ratio | 1.77625 |
| Calmar Ratio | 2.396483 |
| Omega Ratio | 1.327947 |
| Sortino Ratio | 2.978488 |
| Skew | 1.580537 |
| Kurtosis | 14.251862 |
| Tail Ratio | 1.093697 |
| Common Sense Ratio | 1.51272 |
| Value at Risk | -0.012407 |
| Alpha | 0.41505 |
| Beta | -0.0126 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, MS) | 66.051968 | 2023-01-05 | 78.107178 | 0.0 | 2023-01-17 | 87.836299 | 0.0 | 642.627576 | 0.124561 | Long | Closed |
| 1 | 1 | (entries/exits, MS) | 69.370889 | 2023-01-17 | 88.229973 | 0.0 | 2023-03-02 | 88.207288 | 0.0 | 1.573695 | 0.000257 | Short | Closed |
| 2 | 2 | (entries/exits, MS) | 60.822991 | 2023-03-02 | 88.047798 | 0.0 | 2023-03-06 | 90.154960 | 0.0 | 128.163908 | 0.023932 | Long | Closed |
| 3 | 3 | (entries/exits, MS) | 61.791344 | 2023-03-06 | 90.102278 | 0.0 | 2023-03-08 | 87.882851 | 0.0 | 137.141385 | 0.024632 | Short | Closed |
| 4 | 4 | (entries/exits, MS) | 76.126007 | 2023-03-08 | 86.429937 | 0.0 | 2023-04-20 | 82.336333 | 0.0 | -311.629706 | -0.047363 | Long | Closed |
| 5 | 5 | (entries/exits, MS) | 78.288190 | 2023-04-20 | 82.190490 | 0.0 | 2023-05-12 | 76.495397 | 0.0 | 445.858507 | 0.069291 | Short | Closed |
| 6 | 6 | (entries/exits, MS) | 84.645710 | 2023-05-12 | 76.308507 | 0.0 | 2023-07-18 | 83.322517 | 0.0 | 593.705838 | 0.091916 | Long | Closed |
| 7 | 7 | (entries/exits, MS) | 71.051631 | 2023-07-18 | 84.723933 | 0.0 | 2023-08-21 | 78.964330 | 0.0 | 409.229211 | 0.067981 | Short | Closed |
| 8 | 8 | (entries/exits, MS) | 71.589389 | 2023-08-21 | 78.563765 | 0.0 | 2023-09-14 | 82.859742 | 0.0 | 307.546410 | 0.054681 | Long | Closed |
| 9 | 9 | (entries/exits, MS) | 76.804571 | 2023-09-14 | 82.396808 | 0.0 | 2023-10-03 | 72.917022 | 0.0 | 728.090952 | 0.115050 | Short | Closed |
| 10 | 10 | (entries/exits, MS) | 90.221816 | 2023-10-03 | 72.328761 | 0.0 | 2023-11-15 | 74.705860 | 0.0 | 214.466154 | 0.032865 | Long | Closed |
| 11 | 11 | (entries/exits, MS) | 80.746352 | 2023-11-15 | 75.143453 | 0.0 | 2023-11-29 | 74.197096 | 0.0 | 76.414907 | 0.012594 | Short | Closed |
| 12 | 12 | (entries/exits, MS) | 83.732878 | 2023-11-29 | 74.403346 | 0.0 | 2023-12-21 | 86.998375 | 0.0 | 1054.617982 | 0.169280 | Long | Closed |
| 13 | 13 | (entries/exits, MS) | 84.035613 | 2023-12-21 | 87.365387 | 0.0 | 2024-01-16 | 81.643817 | 0.0 | 480.815616 | 0.065490 | Short | Closed |
| 14 | 14 | (entries/exits, MS) | 90.046536 | 2024-01-16 | 81.172497 | 0.0 | 2024-02-16 | 82.429879 | 0.0 | 113.222929 | 0.015490 | Long | Closed |
| 15 | 15 | (entries/exits, MS) | 86.469338 | 2024-02-16 | 82.444038 | 0.0 | 2024-03-01 | 82.453772 | 0.0 | -0.841684 | -0.000118 | Short | Closed |
| 16 | 16 | (entries/exits, MS) | 95.062739 | 2024-03-01 | 82.796268 | 0.0 | 2024-03-28 | 89.589616 | 0.0 | 645.794354 | 0.082049 | Long | Closed |
| 17 | 17 | (entries/exits, MS) | 93.911792 | 2024-03-28 | 89.675312 | 0.0 | 2024-04-11 | 83.008448 | 0.0 | 626.097095 | 0.074344 | Short | Closed |
| 18 | 18 | (entries/exits, MS) | 101.986155 | 2024-04-11 | 82.810873 | 0.0 | 2024-04-19 | 86.405269 | 0.0 | 366.578670 | 0.043405 | Long | Closed |
| 19 | 19 | (entries/exits, MS) | 108.431164 | 2024-04-19 | 86.711211 | 0.0 | 2024-05-22 | 96.118495 | 0.0 | -1020.042759 | -0.108490 | Short | Closed |
| 20 | 20 | (entries/exits, MS) | 96.772667 | 2024-05-22 | 96.761742 | 0.0 | 2024-07-11 | 99.893954 | 0.0 | 303.112475 | 0.032370 | Long | Closed |
| 21 | 21 | (entries/exits, MS) | 104.867038 | 2024-07-11 | 99.513713 | 0.0 | 2024-08-09 | 92.817115 | 0.0 | 702.252335 | 0.067293 | Short | Closed |
| 22 | 22 | (entries/exits, MS) | 93.538041 | 2024-08-09 | 92.069946 | 0.0 | 2024-08-29 | 99.390928 | 0.0 | 684.790318 | 0.079515 | Long | Closed |
| 23 | 23 | (entries/exits, MS) | 118.391456 | 2024-08-29 | 101.420295 | 0.0 | 2024-11-20 | 121.189318 | 0.0 | -2340.483363 | -0.194922 | Short | Open |
| 24 | 24 | (entries/exits stock two, NTAP) | 84.689154 | 2023-01-05 | 58.046415 | 0.0 | 2023-01-17 | 61.210848 | 0.0 | -267.993205 | -0.054516 | Short | Closed |
| 25 | 25 | (entries/exits stock two, NTAP) | 92.876973 | 2023-01-17 | 61.404683 | 0.0 | 2023-03-02 | 61.838592 | 0.0 | 40.300089 | 0.007066 | Long | Closed |
| 26 | 26 | (entries/exits stock two, NTAP) | 81.842101 | 2023-03-02 | 61.612461 | 0.0 | 2023-03-06 | 61.821549 | 0.0 | -17.112172 | -0.003394 | Short | Closed |
| 27 | 27 | (entries/exits stock two, NTAP) | 84.419870 | 2023-03-06 | 61.788545 | 0.0 | 2023-03-08 | 61.347626 | 0.0 | -37.222336 | -0.007136 | Long | Closed |
| 28 | 28 | (entries/exits stock two, NTAP) | 101.037345 | 2023-03-08 | 61.079887 | 0.0 | 2023-04-20 | 60.420538 | 0.0 | 66.618881 | 0.010795 | Short | Closed |
| 29 | 29 | (entries/exits stock two, NTAP) | 91.785985 | 2023-04-20 | 60.321974 | 0.0 | 2023-05-12 | 60.211442 | 0.0 | -10.145278 | -0.001832 | Long | Closed |
| 30 | 30 | (entries/exits stock two, NTAP) | 105.726854 | 2023-05-12 | 61.428453 | 0.0 | 2023-07-18 | 72.800864 | 0.0 | -1202.369290 | -0.185133 | Short | Closed |
| 31 | 31 | (entries/exits stock two, NTAP) | 71.750875 | 2023-07-18 | 75.596965 | 0.0 | 2023-08-21 | 73.463750 | 0.0 | -153.060080 | -0.028218 | Long | Closed |
| 32 | 32 | (entries/exits stock two, NTAP) | 75.268098 | 2023-08-21 | 73.430156 | 0.0 | 2023-09-14 | 75.346278 | 0.0 | -144.222795 | -0.026094 | Short | Closed |
| 33 | 33 | (entries/exits stock two, NTAP) | 74.140478 | 2023-09-14 | 75.185882 | 0.0 | 2023-10-03 | 71.857655 | 0.0 | -246.756347 | -0.044267 | Long | Closed |
| 34 | 34 | (entries/exits stock two, NTAP) | 86.067380 | 2023-10-03 | 71.720282 | 0.0 | 2023-11-15 | 75.554571 | 0.0 | -330.007237 | -0.053462 | Short | Closed |
| 35 | 35 | (entries/exits stock two, NTAP) | 72.617799 | 2023-11-15 | 76.188530 | 0.0 | 2023-11-29 | 86.326657 | 0.0 | 736.208468 | 0.133066 | Long | Closed |
| 36 | 36 | (entries/exits stock two, NTAP) | 77.208398 | 2023-11-29 | 86.461598 | 0.0 | 2023-12-21 | 86.572660 | 0.0 | -8.574952 | -0.001285 | Short | Closed |
| 37 | 37 | (entries/exits stock two, NTAP) | 75.029932 | 2023-12-21 | 86.408617 | 0.0 | 2024-01-16 | 83.535962 | 0.0 | -215.535111 | -0.033245 | Long | Closed |
| 38 | 38 | (entries/exits stock two, NTAP) | 85.219255 | 2024-01-16 | 83.685670 | 0.0 | 2024-02-16 | 83.608374 | 0.0 | 6.587151 | 0.000924 | Short | Closed |
| 39 | 39 | (entries/exits stock two, NTAP) | 78.533907 | 2024-02-16 | 83.291259 | 0.0 | 2024-03-01 | 101.687711 | 0.0 | 1444.745296 | 0.220869 | Long | Closed |
| 40 | 40 | (entries/exits stock two, NTAP) | 78.613448 | 2024-03-01 | 102.101902 | 0.0 | 2024-03-28 | 101.946758 | 0.0 | 12.196399 | 0.001520 | Short | Closed |
| 41 | 41 | (entries/exits stock two, NTAP) | 75.993807 | 2024-03-28 | 101.964868 | 0.0 | 2024-04-11 | 102.393697 | 0.0 | 32.588318 | 0.004206 | Long | Closed |
| 42 | 42 | (entries/exits stock two, NTAP) | 82.874866 | 2024-04-11 | 102.078149 | 0.0 | 2024-04-19 | 95.642975 | 0.0 | 533.314195 | 0.063042 | Short | Closed |
| 43 | 43 | (entries/exits stock two, NTAP) | 87.333360 | 2024-04-19 | 95.767086 | 0.0 | 2024-05-22 | 110.250828 | 0.0 | 1264.913816 | 0.151239 | Long | Closed |
| 44 | 44 | (entries/exits stock two, NTAP) | 82.545970 | 2024-05-22 | 112.354814 | 0.0 | 2024-07-11 | 126.645988 | 0.0 | -1179.678856 | -0.127197 | Short | Closed |
| 45 | 45 | (entries/exits stock two, NTAP) | 74.200897 | 2024-07-11 | 127.179097 | 0.0 | 2024-08-09 | 120.251268 | 0.0 | -514.051132 | -0.054473 | Long | Closed |
| 46 | 46 | (entries/exits stock two, NTAP) | 69.847063 | 2024-08-09 | 120.512082 | 0.0 | 2024-08-29 | 118.129199 | 0.0 | 166.437403 | 0.019773 | Short | Closed |
| 47 | 47 | (entries/exits stock two, NTAP) | 88.943959 | 2024-08-29 | 116.896120 | 0.0 | 2024-11-20 | 121.019652 | 0.0 | 366.763300 | 0.035275 | Long | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 18292.474665 |
| Total Return [%] | 82.924747 |
| Max Gross Exposure [%] | 654.084255 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 21.650901 |
| Max Drawdown Duration | 149 days 00:00:00 |
| Profit Factor | 1.874009 |
| Expectancy | 14.684992 |
| Sharpe Ratio | 2.144277 |
| Calmar Ratio | 2.685002 |
| Omega Ratio | 1.392616 |
| Sortino Ratio | 3.463667 |
| Skew | 0.401411 |
| Kurtosis | 6.448008 |
| Tail Ratio | 1.243385 |
| Common Sense Ratio | 1.966198 |
| Value at Risk | -0.014479 |
| Alpha | 0.704606 |
| Beta | -0.227101 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, MS) | 97.113274 | 2023-05-19 | 76.146794 | 0.0 | 2023-07-18 | 84.007599 | 0.0 | 763.388521 | 0.103232 | Long | Closed |
| 1 | 1 | (entries/exits, MS) | 94.535397 | 2023-07-18 | 84.682234 | 0.0 | 2023-08-21 | 78.967538 | 0.0 | 540.241108 | 0.067484 | Short | Closed |
| 2 | 2 | (entries/exits, MS) | 94.036177 | 2023-08-21 | 78.574228 | 0.0 | 2023-09-14 | 82.936078 | 0.0 | 410.171713 | 0.055512 | Long | Closed |
| 3 | 3 | (entries/exits, MS) | 106.137401 | 2023-09-14 | 82.301077 | 0.0 | 2023-10-03 | 72.906132 | 0.0 | 997.155097 | 0.114153 | Short | Closed |
| 4 | 4 | (entries/exits, MS) | 119.992560 | 2023-10-03 | 72.470540 | 0.0 | 2023-11-15 | 74.874901 | 0.0 | 288.505354 | 0.033177 | Long | Closed |
| 5 | 5 | (entries/exits, MS) | 114.732241 | 2023-11-15 | 75.132421 | 0.0 | 2023-11-29 | 74.196967 | 0.0 | 107.326763 | 0.012451 | Short | Closed |
| 6 | 6 | (entries/exits, MS) | 115.241945 | 2023-11-29 | 74.330635 | 0.0 | 2023-12-21 | 87.153534 | 0.0 | 1477.735847 | 0.172512 | Long | Closed |
| 7 | 7 | (entries/exits, MS) | 120.663205 | 2023-12-21 | 87.355095 | 0.0 | 2024-01-16 | 81.638126 | 0.0 | 689.827842 | 0.065445 | Short | Closed |
| 8 | 8 | (entries/exits, MS) | 127.187083 | 2024-01-16 | 81.175040 | 0.0 | 2024-02-16 | 82.446426 | 0.0 | 161.703916 | 0.015662 | Long | Closed |
| 9 | 9 | (entries/exits, MS) | 125.749105 | 2024-02-16 | 82.440931 | 0.0 | 2024-03-01 | 82.453008 | 0.0 | -1.518771 | -0.000147 | Short | Closed |
| 10 | 10 | (entries/exits, MS) | 131.825483 | 2024-03-01 | 82.690500 | 0.0 | 2024-03-28 | 89.654239 | 0.0 | 917.998172 | 0.084214 | Long | Closed |
| 11 | 11 | (entries/exits, MS) | 134.798126 | 2024-03-28 | 89.656044 | 0.0 | 2024-04-11 | 83.018083 | 0.0 | 894.784579 | 0.074038 | Short | Closed |
| 12 | 12 | (entries/exits, MS) | 145.692469 | 2024-04-11 | 82.809014 | 0.0 | 2024-04-19 | 86.419553 | 0.0 | 526.028376 | 0.043601 | Long | Closed |
| 13 | 13 | (entries/exits, MS) | 154.927461 | 2024-04-19 | 86.684965 | 0.0 | 2024-05-22 | 95.952659 | 0.0 | -1435.820363 | -0.106912 | Short | Closed |
| 14 | 14 | (entries/exits, MS) | 130.226572 | 2024-05-22 | 96.821101 | 0.0 | 2024-07-11 | 100.152022 | 0.0 | 433.774460 | 0.034403 | Long | Closed |
| 15 | 15 | (entries/exits, MS) | 154.988842 | 2024-07-11 | 99.283057 | 0.0 | 2024-08-09 | 92.820310 | 0.0 | 1001.653751 | 0.065094 | Short | Closed |
| 16 | 16 | (entries/exits, MS) | 135.054805 | 2024-08-09 | 92.039301 | 0.0 | 2024-08-29 | 99.468331 | 0.0 | 1003.326220 | 0.080716 | Long | Closed |
| 17 | 17 | (entries/exits, MS) | 183.581203 | 2024-08-29 | 102.357320 | 0.0 | 2024-12-04 | 119.988470 | 0.0 | -3236.747868 | -0.172251 | Short | Closed |
| 18 | 18 | (entries/exits, MS) | 96.033800 | 2024-12-04 | 126.811807 | 0.0 | 2024-12-24 | 124.348876 | 0.0 | -236.524587 | -0.019422 | Long | Closed |
| 19 | 19 | (entries/exits, MS) | 110.945337 | 2024-12-24 | 125.073581 | 0.0 | 2025-02-20 | 132.097915 | 0.0 | -779.317074 | -0.056162 | Short | Closed |
| 20 | 20 | (entries/exits, MS) | 86.418257 | 2025-02-20 | 132.189683 | 0.0 | 2025-02-28 | 131.122737 | 0.0 | -92.203583 | -0.008071 | Long | Closed |
| 21 | 21 | (entries/exits, MS) | 176.733567 | 2025-02-28 | 120.712820 | 0.0 | 2025-04-17 | 109.527834 | 0.0 | 1976.762452 | 0.092658 | Short | Open |
| 22 | 22 | (entries/exits stock two, NTAP) | 61.373597 | 2023-05-19 | 63.575409 | 0.0 | 2023-07-18 | 73.686149 | 0.0 | -620.532462 | -0.159035 | Short | Closed |
| 23 | 23 | (entries/exits stock two, NTAP) | 48.588796 | 2023-07-18 | 75.555923 | 0.0 | 2023-08-21 | 73.487978 | 0.0 | -100.478918 | -0.027370 | Long | Closed |
| 24 | 24 | (entries/exits stock two, NTAP) | 50.539505 | 2023-08-21 | 73.441228 | 0.0 | 2023-09-14 | 75.356440 | 0.0 | -96.793869 | -0.026078 | Short | Closed |
| 25 | 25 | (entries/exits stock two, NTAP) | 51.659701 | 2023-09-14 | 75.126903 | 0.0 | 2023-10-03 | 71.862627 | 0.0 | -168.631533 | -0.043450 | Long | Closed |
| 26 | 26 | (entries/exits stock two, NTAP) | 59.566714 | 2023-10-03 | 71.731311 | 0.0 | 2023-11-15 | 75.586572 | 0.0 | -229.645198 | -0.053746 | Short | Closed |
| 27 | 27 | (entries/exits stock two, NTAP) | 52.179894 | 2023-11-15 | 76.171735 | 0.0 | 2023-11-29 | 86.272240 | 0.0 | 527.043278 | 0.132602 | Long | Closed |
| 28 | 28 | (entries/exits stock two, NTAP) | 54.268849 | 2023-11-29 | 86.464966 | 0.0 | 2023-12-21 | 86.562457 | 0.0 | -5.290728 | -0.001128 | Short | Closed |
| 29 | 29 | (entries/exits stock two, NTAP) | 54.414216 | 2023-12-21 | 86.376647 | 0.0 | 2024-01-16 | 83.537993 | 0.0 | -154.463106 | -0.032864 | Long | Closed |
| 30 | 30 | (entries/exits stock two, NTAP) | 61.113126 | 2024-01-16 | 83.668200 | 0.0 | 2024-02-16 | 83.545223 | 0.0 | 7.515510 | 0.001470 | Short | Closed |
| 31 | 31 | (entries/exits stock two, NTAP) | 57.706113 | 2024-02-16 | 83.292732 | 0.0 | 2024-03-01 | 101.488297 | 0.0 | 1049.995329 | 0.218453 | Long | Closed |
| 32 | 32 | (entries/exits stock two, NTAP) | 56.393516 | 2024-03-01 | 102.102268 | 0.0 | 2024-03-28 | 101.949066 | 0.0 | 8.639596 | 0.001500 | Short | Closed |
| 33 | 33 | (entries/exits stock two, NTAP) | 55.086648 | 2024-03-28 | 101.953814 | 0.0 | 2024-04-11 | 102.399210 | 0.0 | 24.535332 | 0.004369 | Long | Closed |
| 34 | 34 | (entries/exits stock two, NTAP) | 59.797630 | 2024-04-11 | 102.092241 | 0.0 | 2024-04-19 | 95.633114 | 0.0 | 386.240488 | 0.063268 | Short | Closed |
| 35 | 35 | (entries/exits stock two, NTAP) | 63.353947 | 2024-04-19 | 95.804516 | 0.0 | 2024-05-22 | 109.911996 | 0.0 | 893.764547 | 0.147253 | Long | Closed |
| 36 | 36 | (entries/exits stock two, NTAP) | 56.772407 | 2024-05-22 | 112.351016 | 0.0 | 2024-07-11 | 126.736220 | 0.0 | -816.682661 | -0.128038 | Short | Closed |
| 37 | 37 | (entries/exits stock two, NTAP) | 55.895301 | 2024-07-11 | 126.734319 | 0.0 | 2024-08-09 | 120.292396 | 0.0 | -360.073205 | -0.050830 | Long | Closed |
| 38 | 38 | (entries/exits stock two, NTAP) | 51.119041 | 2024-08-09 | 120.517653 | 0.0 | 2024-08-29 | 117.935097 | 0.0 | 132.017788 | 0.021429 | Short | Closed |
| 39 | 39 | (entries/exits stock two, NTAP) | 71.972407 | 2024-08-29 | 117.035018 | 0.0 | 2024-12-04 | 124.296166 | 0.0 | 522.602290 | 0.062043 | Long | Closed |
| 40 | 40 | (entries/exits stock two, NTAP) | 49.199254 | 2024-12-04 | 125.968064 | 0.0 | 2024-12-24 | 117.537512 | 0.0 | 414.776841 | 0.066926 | Short | Closed |
| 41 | 41 | (entries/exits stock two, NTAP) | 54.862471 | 2024-12-24 | 117.027178 | 0.0 | 2025-02-20 | 122.202639 | 0.0 | 283.938555 | 0.044224 | Long | Closed |
| 42 | 42 | (entries/exits stock two, NTAP) | 45.102584 | 2025-02-20 | 122.796780 | 0.0 | 2025-02-28 | 99.262728 | 0.0 | 1061.446545 | 0.191650 | Short | Closed |
| 43 | 43 | (entries/exits stock two, NTAP) | 101.160012 | 2025-02-28 | 92.509958 | 0.0 | 2025-04-17 | 83.853359 | 0.0 | -875.701675 | -0.093575 | Long | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 16222.531915 |
| Total Return [%] | 62.225319 |
| Max Gross Exposure [%] | 464.618022 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 22.701581 |
| Max Drawdown Duration | 249 days 00:00:00 |
| Profit Factor | 1.712312 |
| Expectancy | 11.157076 |
| Sharpe Ratio | 1.75282 |
| Calmar Ratio | 1.954029 |
| Omega Ratio | 1.306979 |
| Sortino Ratio | 2.806335 |
| Skew | 0.359415 |
| Kurtosis | 6.485234 |
| Tail Ratio | 1.394304 |
| Common Sense Ratio | 2.012811 |
| Value at Risk | -0.013232 |
| Alpha | 0.655985 |
| Beta | -0.320082 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, MS) | 105.158676 | 2023-10-18 | 69.766867 | 0.0 | 2023-11-15 | 74.915094 | 0.0 | 541.380665 | 0.073792 | Long | Closed |
| 1 | 1 | (entries/exits, MS) | 104.384133 | 2023-11-15 | 75.131108 | 0.0 | 2023-11-29 | 74.196954 | 0.0 | 97.510822 | 0.012434 | Short | Closed |
| 2 | 2 | (entries/exits, MS) | 104.442010 | 2023-11-29 | 74.321632 | 0.0 | 2023-12-21 | 87.172334 | 0.0 | 1342.153134 | 0.172907 | Long | Closed |
| 3 | 3 | (entries/exits, MS) | 109.919962 | 2023-12-21 | 87.353947 | 0.0 | 2024-01-16 | 81.638005 | 0.0 | 628.296073 | 0.065434 | Short | Closed |
| 4 | 4 | (entries/exits, MS) | 115.617104 | 2024-01-16 | 81.175353 | 0.0 | 2024-02-16 | 82.448451 | 0.0 | 147.191893 | 0.015683 | Long | Closed |
| 5 | 5 | (entries/exits, MS) | 114.731978 | 2024-02-16 | 82.440476 | 0.0 | 2024-03-01 | 82.452831 | 0.0 | -1.417482 | -0.000150 | Short | Closed |
| 6 | 6 | (entries/exits, MS) | 119.571007 | 2024-03-01 | 82.677398 | 0.0 | 2024-03-28 | 89.662056 | 0.0 | 835.162534 | 0.084481 | Long | Closed |
| 7 | 7 | (entries/exits, MS) | 122.801726 | 2024-03-28 | 89.653529 | 0.0 | 2024-04-11 | 83.020596 | 0.0 | 814.535560 | 0.073984 | Short | Closed |
| 8 | 8 | (entries/exits, MS) | 132.618380 | 2024-04-11 | 82.808789 | 0.0 | 2024-04-19 | 86.421265 | 0.0 | 479.080675 | 0.043624 | Long | Closed |
| 9 | 9 | (entries/exits, MS) | 141.028803 | 2024-04-19 | 86.681888 | 0.0 | 2024-05-22 | 95.932997 | 0.0 | -1304.672904 | -0.106725 | Short | Closed |
| 10 | 10 | (entries/exits, MS) | 117.690015 | 2024-05-22 | 96.828407 | 0.0 | 2024-07-11 | 100.183790 | 0.0 | 394.895133 | 0.034653 | Long | Closed |
| 11 | 11 | (entries/exits, MS) | 141.681185 | 2024-07-11 | 99.256004 | 0.0 | 2024-08-09 | 92.822206 | 0.0 | 911.548179 | 0.064820 | Short | Closed |
| 12 | 12 | (entries/exits, MS) | 123.079776 | 2024-08-09 | 92.035517 | 0.0 | 2024-08-29 | 99.477695 | 0.0 | 915.981701 | 0.080862 | Long | Closed |
| 13 | 13 | (entries/exits, MS) | 167.960042 | 2024-08-29 | 102.332130 | 0.0 | 2024-12-04 | 119.893272 | 0.0 | -2949.570038 | -0.171609 | Short | Closed |
| 14 | 14 | (entries/exits, MS) | 86.605510 | 2024-12-04 | 126.835218 | 0.0 | 2024-12-24 | 124.349131 | 0.0 | -215.308822 | -0.019601 | Long | Closed |
| 15 | 15 | (entries/exits, MS) | 100.556038 | 2024-12-24 | 125.070180 | 0.0 | 2025-02-20 | 132.091242 | 0.0 | -706.010130 | -0.056137 | Short | Closed |
| 16 | 16 | (entries/exits, MS) | 77.795680 | 2025-02-20 | 132.199255 | 0.0 | 2025-02-28 | 131.123734 | 0.0 | -83.670929 | -0.008136 | Long | Closed |
| 17 | 17 | (entries/exits, MS) | 177.846287 | 2025-02-28 | 120.445874 | 0.0 | 2025-06-03 | 121.423426 | 0.0 | -173.853968 | -0.008116 | Short | Closed |
| 18 | 18 | (entries/exits, MS) | 85.611513 | 2025-06-03 | 127.833408 | 0.0 | 2025-06-25 | 136.504132 | 0.0 | 742.313750 | 0.067828 | Long | Closed |
| 19 | 19 | (entries/exits, MS) | 97.040663 | 2025-06-25 | 137.474517 | 0.0 | 2025-08-19 | 143.733039 | 0.0 | -607.331126 | -0.045525 | Short | Closed |
| 20 | 20 | (entries/exits, MS) | 75.386862 | 2025-08-19 | 144.070045 | 0.0 | 2025-08-26 | 148.954477 | 0.0 | 368.221966 | 0.033903 | Long | Closed |
| 21 | 21 | (entries/exits, MS) | 74.501033 | 2025-08-26 | 148.971146 | 0.0 | 2025-08-28 | 150.179993 | 0.0 | -90.060294 | -0.008115 | Short | Closed |
| 22 | 22 | (entries/exits, MS) | 76.027468 | 2025-08-28 | 150.177057 | 0.0 | 2025-09-11 | 156.260058 | 0.0 | 462.475165 | 0.040506 | Long | Open |
| 23 | 23 | (entries/exits stock two, NTAP) | 45.373308 | 2023-10-18 | 72.918444 | 0.0 | 2023-11-15 | 75.758150 | 0.0 | -128.846873 | -0.038944 | Short | Closed |
| 24 | 24 | (entries/exits stock two, NTAP) | 43.362917 | 2023-11-15 | 76.169752 | 0.0 | 2023-11-29 | 86.265792 | 0.0 | 437.793711 | 0.132547 | Long | Closed |
| 25 | 25 | (entries/exits stock two, NTAP) | 44.978192 | 2023-11-29 | 86.465370 | 0.0 | 2023-12-21 | 86.561230 | 0.0 | -4.311617 | -0.001109 | Short | Closed |
| 26 | 26 | (entries/exits stock two, NTAP) | 45.267016 | 2023-12-21 | 86.372867 | 0.0 | 2024-01-16 | 83.538233 | 0.0 | -128.315422 | -0.032819 | Long | Closed |
| 27 | 27 | (entries/exits stock two, NTAP) | 50.787634 | 2024-01-16 | 83.666554 | 0.0 | 2024-02-16 | 83.538062 | 0.0 | 6.525828 | 0.001536 | Short | Closed |
| 28 | 28 | (entries/exits stock two, NTAP) | 48.079613 | 2024-02-16 | 83.292905 | 0.0 | 2024-03-01 | 101.464617 | 0.0 | 873.688864 | 0.218166 | Long | Closed |
| 29 | 29 | (entries/exits stock two, NTAP) | 46.849363 | 2024-03-01 | 102.102275 | 0.0 | 2024-03-28 | 101.949335 | 0.0 | 7.165171 | 0.001498 | Short | Closed |
| 30 | 30 | (entries/exits stock two, NTAP) | 45.820294 | 2024-03-28 | 101.952512 | 0.0 | 2024-04-11 | 102.399861 | 0.0 | 20.497649 | 0.004388 | Long | Closed |
| 31 | 31 | (entries/exits stock two, NTAP) | 49.711443 | 2024-04-11 | 102.093936 | 0.0 | 2024-04-19 | 95.631939 | 0.0 | 321.235197 | 0.063295 | Short | Closed |
| 32 | 32 | (entries/exits stock two, NTAP) | 52.700598 | 2024-04-19 | 95.808806 | 0.0 | 2024-05-22 | 109.872315 | 0.0 | 741.155336 | 0.146787 | Long | Closed |
| 33 | 33 | (entries/exits stock two, NTAP) | 46.927715 | 2024-05-22 | 112.351096 | 0.0 | 2024-07-11 | 126.747014 | 0.0 | -675.567505 | -0.128133 | Short | Closed |
| 34 | 34 | (entries/exits stock two, NTAP) | 46.699589 | 2024-07-11 | 126.683502 | 0.0 | 2024-08-09 | 120.296857 | 0.0 | -298.253721 | -0.050414 | Long | Closed |
| 35 | 35 | (entries/exits stock two, NTAP) | 42.565563 | 2024-08-09 | 120.518285 | 0.0 | 2024-08-29 | 117.911663 | 0.0 | 110.952326 | 0.021628 | Short | Closed |
| 36 | 36 | (entries/exits stock two, NTAP) | 60.386281 | 2024-08-29 | 117.037030 | 0.0 | 2024-12-04 | 124.241061 | 0.0 | 435.024651 | 0.061553 | Long | Closed |
| 37 | 37 | (entries/exits stock two, NTAP) | 40.513170 | 2024-12-04 | 126.000240 | 0.0 | 2024-12-24 | 117.529245 | 0.0 | 343.186872 | 0.067230 | Short | Closed |
| 38 | 38 | (entries/exits stock two, NTAP) | 45.500448 | 2024-12-24 | 117.027603 | 0.0 | 2025-02-20 | 122.179807 | 0.0 | 234.427608 | 0.044026 | Long | Closed |
| 39 | 39 | (entries/exits stock two, NTAP) | 37.077998 | 2025-02-20 | 122.804672 | 0.0 | 2025-02-28 | 99.260990 | 0.0 | 872.952588 | 0.191717 | Short | Closed |
| 40 | 40 | (entries/exits stock two, NTAP) | 90.462737 | 2025-02-28 | 92.432537 | 0.0 | 2025-06-03 | 96.498780 | 0.0 | 367.843415 | 0.043991 | Long | Closed |
| 41 | 41 | (entries/exits stock two, NTAP) | 48.734125 | 2025-06-03 | 103.057390 | 0.0 | 2025-06-25 | 104.633430 | 0.0 | -76.806943 | -0.015293 | Short | Closed |
| 42 | 42 | (entries/exits stock two, NTAP) | 53.378377 | 2025-06-25 | 104.624024 | 0.0 | 2025-08-19 | 108.569416 | 0.0 | 210.598602 | 0.037710 | Long | Closed |
| 43 | 43 | (entries/exits stock two, NTAP) | 43.397065 | 2025-08-19 | 109.143312 | 0.0 | 2025-08-26 | 109.436713 | 0.0 | -12.732748 | -0.002688 | Short | Closed |
| 44 | 44 | (entries/exits stock two, NTAP) | 43.572161 | 2025-08-26 | 109.410004 | 0.0 | 2025-08-28 | 117.124149 | 0.0 | 336.121988 | 0.070507 | Long | Closed |
| 45 | 45 | (entries/exits stock two, NTAP) | 43.641734 | 2025-08-28 | 117.024514 | 0.0 | 2025-09-11 | 124.371944 | 0.0 | -320.654622 | -0.062785 | Short | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 22398.518285 |
| Total Return [%] | 123.985183 |
| Max Gross Exposure [%] | 3728.44168 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 21.783728 |
| Max Drawdown Duration | 128 days 00:00:00 |
| Profit Factor | 2.477071 |
| Expectancy | 25.579563 |
| Sharpe Ratio | 2.344057 |
| Calmar Ratio | 3.874413 |
| Omega Ratio | 1.385515 |
| Sortino Ratio | 3.8432 |
| Skew | 0.370489 |
| Kurtosis | 1.583769 |
| Tail Ratio | 1.248303 |
| Common Sense Ratio | 2.301859 |
| Value at Risk | -0.020055 |
| Alpha | 0.86205 |
| Beta | 0.080766 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, MTCH) | 113.464573 | 2022-12-27 | 39.449250 | 0.0 | 2023-02-02 | 49.963313 | 0.0 | 1192.973742 | 0.266521 | Long | Closed |
| 1 | 1 | (entries/exits, MTCH) | 94.716906 | 2023-02-02 | 51.029104 | 0.0 | 2023-02-10 | 44.316456 | 0.0 | 635.801279 | 0.131545 | Short | Closed |
| 2 | 2 | (entries/exits, MTCH) | 141.399209 | 2023-02-10 | 42.720282 | 0.0 | 2023-03-24 | 39.291123 | 0.0 | -484.880266 | -0.080270 | Long | Closed |
| 3 | 3 | (entries/exits, MTCH) | 124.913222 | 2023-03-24 | 39.445752 | 0.0 | 2023-03-30 | 36.947914 | 0.0 | 312.012915 | 0.063323 | Short | Closed |
| 4 | 4 | (entries/exits, MTCH) | 155.725620 | 2023-03-30 | 36.691787 | 0.0 | 2023-04-19 | 34.611040 | 0.0 | -324.025638 | -0.056709 | Long | Closed |
| 5 | 5 | (entries/exits, MTCH) | 198.136061 | 2023-04-19 | 33.942079 | 0.0 | 2023-05-24 | 33.502558 | 0.0 | 87.085097 | 0.012949 | Short | Closed |
| 6 | 6 | (entries/exits, MTCH) | 147.449850 | 2023-05-24 | 33.367301 | 0.0 | 2023-05-31 | 33.889000 | 0.0 | 76.924372 | 0.015635 | Long | Closed |
| 7 | 7 | (entries/exits, MTCH) | 170.473150 | 2023-05-31 | 34.690857 | 0.0 | 2023-06-28 | 40.755932 | 0.0 | -1033.932544 | -0.174832 | Short | Closed |
| 8 | 8 | (entries/exits, MTCH) | 124.051493 | 2023-06-28 | 41.179944 | 0.0 | 2023-07-12 | 45.550964 | 0.0 | 542.231514 | 0.106144 | Long | Closed |
| 9 | 9 | (entries/exits, MTCH) | 125.129186 | 2023-07-12 | 45.791914 | 0.0 | 2023-07-21 | 44.215301 | 0.0 | 197.280352 | 0.034430 | Short | Closed |
| 10 | 10 | (entries/exits, MTCH) | 140.312688 | 2023-07-21 | 44.027749 | 0.0 | 2023-08-31 | 45.774223 | 0.0 | 245.052459 | 0.039668 | Long | Closed |
| 11 | 11 | (entries/exits, MTCH) | 123.306499 | 2023-08-31 | 45.982723 | 0.0 | 2023-09-07 | 43.696968 | 0.0 | 281.848497 | 0.049709 | Short | Closed |
| 12 | 12 | (entries/exits, MTCH) | 150.499909 | 2023-09-07 | 43.073029 | 0.0 | 2023-10-04 | 37.621855 | 0.0 | -820.401224 | -0.126557 | Long | Closed |
| 13 | 13 | (entries/exits, MTCH) | 191.942233 | 2023-10-04 | 36.727124 | 0.0 | 2023-11-01 | 29.868920 | 0.0 | 1316.378913 | 0.186734 | Short | Closed |
| 14 | 14 | (entries/exits, MTCH) | 236.841378 | 2023-11-01 | 28.937741 | 0.0 | 2023-12-06 | 32.019753 | 0.0 | 729.947851 | 0.106505 | Long | Closed |
| 15 | 15 | (entries/exits, MTCH) | 201.123673 | 2023-12-06 | 32.251528 | 0.0 | 2023-12-14 | 33.866496 | 0.0 | -324.808403 | -0.050074 | Short | Closed |
| 16 | 16 | (entries/exits, MTCH) | 193.612185 | 2023-12-14 | 33.928120 | 0.0 | 2024-01-09 | 38.073854 | 0.0 | 802.664634 | 0.122192 | Long | Closed |
| 17 | 17 | (entries/exits, MTCH) | 201.998516 | 2024-01-09 | 38.076476 | 0.0 | 2024-01-25 | 37.311738 | 0.0 | 154.475959 | 0.020084 | Short | Closed |
| 18 | 18 | (entries/exits, MTCH) | 251.484215 | 2024-01-25 | 36.524880 | 0.0 | 2024-04-18 | 32.577889 | 0.0 | -992.605897 | -0.108063 | Long | Closed |
| 19 | 19 | (entries/exits, MTCH) | 245.680288 | 2024-04-18 | 31.289613 | 0.0 | 2024-05-28 | 29.147593 | 0.0 | 526.252041 | 0.068458 | Short | Closed |
| 20 | 20 | (entries/exits, MTCH) | 215.037127 | 2024-05-28 | 28.838531 | 0.0 | 2024-05-30 | 29.432579 | 0.0 | 127.742394 | 0.020599 | Long | Closed |
| 21 | 21 | (entries/exits, MTCH) | 250.429930 | 2024-05-30 | 29.544426 | 0.0 | 2024-06-28 | 30.008263 | 0.0 | -116.158737 | -0.015700 | Short | Closed |
| 22 | 22 | (entries/exits, MTCH) | 226.697653 | 2024-06-28 | 29.796910 | 0.0 | 2024-07-09 | 30.387386 | 0.0 | 133.859503 | 0.019817 | Long | Closed |
| 23 | 23 | (entries/exits, MTCH) | 253.692335 | 2024-07-09 | 30.679845 | 0.0 | 2024-07-30 | 33.132369 | 0.0 | -622.186388 | -0.079939 | Short | Closed |
| 24 | 24 | (entries/exits, MTCH) | 235.184481 | 2024-07-30 | 33.366787 | 0.0 | 2024-08-20 | 35.889090 | 0.0 | 593.206576 | 0.075593 | Long | Closed |
| 25 | 25 | (entries/exits, MTCH) | 257.378655 | 2024-08-20 | 35.867198 | 0.0 | 2024-10-03 | 36.563692 | 0.0 | -179.262937 | -0.019419 | Short | Closed |
| 26 | 26 | (entries/exits, MTCH) | 232.421174 | 2024-10-03 | 36.687310 | 0.0 | 2024-10-23 | 36.949170 | 0.0 | 60.861805 | 0.007138 | Long | Closed |
| 27 | 27 | (entries/exits, MTCH) | 240.680065 | 2024-10-23 | 36.869210 | 0.0 | 2024-11-07 | 30.840828 | 0.0 | 1450.911354 | 0.163507 | Short | Closed |
| 28 | 28 | (entries/exits, MTCH) | 311.236442 | 2024-11-07 | 30.539242 | 0.0 | 2024-11-20 | 29.934171 | 0.0 | -188.320195 | -0.019813 | Long | Open |
| 29 | 29 | (entries/exits stock two, VLO) | 69.205185 | 2022-12-27 | 117.337843 | 0.0 | 2023-02-02 | 122.813354 | 0.0 | -378.933775 | -0.046664 | Short | Closed |
| 30 | 30 | (entries/exits stock two, VLO) | 58.188599 | 2023-02-02 | 121.977556 | 0.0 | 2023-02-10 | 128.982056 | 0.0 | 407.582008 | 0.057424 | Long | Closed |
| 31 | 31 | (entries/exits stock two, VLO) | 81.229067 | 2023-02-10 | 126.459600 | 0.0 | 2023-03-24 | 120.651937 | 0.0 | 471.751056 | 0.045925 | Short | Closed |
| 32 | 32 | (entries/exits stock two, VLO) | 60.714041 | 2023-03-24 | 119.488684 | 0.0 | 2023-03-30 | 126.611974 | 0.0 | 432.483691 | 0.059615 | Long | Closed |
| 33 | 33 | (entries/exits stock two, VLO) | 77.611188 | 2023-03-30 | 125.187615 | 0.0 | 2023-04-19 | 116.481003 | 0.0 | 675.730486 | 0.069549 | Short | Closed |
| 34 | 34 | (entries/exits stock two, VLO) | 81.752788 | 2023-04-19 | 113.174567 | 0.0 | 2023-05-24 | 106.768432 | 0.0 | -523.719324 | -0.056604 | Long | Closed |
| 35 | 35 | (entries/exits stock two, VLO) | 75.760515 | 2023-05-24 | 106.951285 | 0.0 | 2023-05-31 | 99.883055 | 0.0 | 535.492697 | 0.066088 | Short | Closed |
| 36 | 36 | (entries/exits stock two, VLO) | 84.251212 | 2023-05-31 | 100.041042 | 0.0 | 2023-06-28 | 107.245585 | 0.0 | 606.991490 | 0.072016 | Long | Closed |
| 37 | 37 | (entries/exits stock two, VLO) | 78.772684 | 2023-06-28 | 107.729767 | 0.0 | 2023-07-12 | 107.391498 | 0.0 | 26.646366 | 0.003140 | Short | Closed |
| 38 | 38 | (entries/exits stock two, VLO) | 76.229238 | 2023-07-12 | 107.345072 | 0.0 | 2023-07-21 | 114.602443 | 0.0 | 553.223878 | 0.067608 | Long | Closed |
| 39 | 39 | (entries/exits stock two, VLO) | 90.716025 | 2023-07-21 | 116.180197 | 0.0 | 2023-08-31 | 122.478500 | 0.0 | -571.357030 | -0.054212 | Short | Closed |
| 40 | 40 | (entries/exits stock two, VLO) | 69.164357 | 2023-08-31 | 122.184070 | 0.0 | 2023-09-07 | 128.108036 | 0.0 | 409.727306 | 0.048484 | Long | Closed |
| 41 | 41 | (entries/exits stock two, VLO) | 85.774787 | 2023-09-07 | 128.879260 | 0.0 | 2023-10-04 | 124.394922 | 0.0 | 384.643180 | 0.034795 | Short | Closed |
| 42 | 42 | (entries/exits stock two, VLO) | 78.916672 | 2023-10-04 | 120.800625 | 0.0 | 2023-11-01 | 120.185449 | 0.0 | -48.547663 | -0.005092 | Long | Closed |
| 43 | 43 | (entries/exits stock two, VLO) | 95.371656 | 2023-11-01 | 119.446793 | 0.0 | 2023-12-06 | 116.598731 | 0.0 | 271.624364 | 0.023844 | Short | Closed |
| 44 | 44 | (entries/exits stock two, VLO) | 87.052956 | 2023-12-06 | 116.323917 | 0.0 | 2023-12-14 | 122.317827 | 0.0 | 521.787535 | 0.051528 | Long | Closed |
| 45 | 45 | (entries/exits stock two, VLO) | 94.869644 | 2023-12-14 | 122.628210 | 0.0 | 2024-01-09 | 121.115120 | 0.0 | 143.546243 | 0.012339 | Short | Closed |
| 46 | 46 | (entries/exits stock two, VLO) | 91.533867 | 2024-01-09 | 120.540023 | 0.0 | 2024-01-25 | 127.333960 | 0.0 | 621.875291 | 0.056362 | Long | Closed |
| 47 | 47 | (entries/exits stock two, VLO) | 115.713950 | 2024-01-25 | 131.639539 | 0.0 | 2024-04-18 | 150.134074 | 0.0 | -2140.075633 | -0.140494 | Short | Closed |
| 48 | 48 | (entries/exits stock two, VLO) | 65.684251 | 2024-04-18 | 154.944286 | 0.0 | 2024-05-28 | 156.016239 | 0.0 | 70.410440 | 0.006918 | Long | Closed |
| 49 | 49 | (entries/exits stock two, VLO) | 66.230445 | 2024-05-28 | 155.659444 | 0.0 | 2024-05-30 | 145.139114 | 0.0 | 696.766114 | 0.067586 | Short | Closed |
| 50 | 50 | (entries/exits stock two, VLO) | 73.089568 | 2024-05-30 | 145.147133 | 0.0 | 2024-06-28 | 150.644094 | 0.0 | 401.770490 | 0.037872 | Long | Closed |
| 51 | 51 | (entries/exits stock two, VLO) | 76.209978 | 2024-06-28 | 150.092561 | 0.0 | 2024-07-09 | 141.016245 | 0.0 | 691.705839 | 0.060471 | Short | Closed |
| 52 | 52 | (entries/exits stock two, VLO) | 79.323721 | 2024-07-09 | 140.803624 | 0.0 | 2024-07-30 | 156.127768 | 0.0 | 1215.568118 | 0.108833 | Long | Closed |
| 53 | 53 | (entries/exits stock two, VLO) | 91.357153 | 2024-07-30 | 154.990865 | 0.0 | 2024-08-20 | 137.467119 | 0.0 | 1600.919524 | 0.113063 | Short | Closed |
| 54 | 54 | (entries/exits stock two, VLO) | 102.592231 | 2024-08-20 | 136.338118 | 0.0 | 2024-10-03 | 139.023488 | 0.0 | 275.498113 | 0.019696 | Long | Closed |
| 55 | 55 | (entries/exits stock two, VLO) | 111.888651 | 2024-10-03 | 138.076083 | 0.0 | 2024-10-23 | 129.482780 | 0.0 | 961.493111 | 0.062236 | Short | Closed |
| 56 | 56 | (entries/exits stock two, VLO) | 105.831708 | 2024-10-23 | 128.535540 | 0.0 | 2024-11-07 | 131.718405 | 0.0 | 336.848018 | 0.024763 | Long | Closed |
| 57 | 57 | (entries/exits stock two, VLO) | 110.125096 | 2024-11-07 | 131.894064 | 0.0 | 2024-11-20 | 137.649906 | 0.0 | -633.862680 | -0.043640 | Short | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 22685.875094 |
| Total Return [%] | 126.858751 |
| Max Gross Exposure [%] | 16931.694934 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 21.97178 |
| Max Drawdown Duration | 127 days 00:00:00 |
| Profit Factor | 3.069786 |
| Expectancy | 25.013205 |
| Sharpe Ratio | 2.377455 |
| Calmar Ratio | 3.922831 |
| Omega Ratio | 1.397881 |
| Sortino Ratio | 3.939223 |
| Skew | 0.534541 |
| Kurtosis | 2.265861 |
| Tail Ratio | 1.209293 |
| Common Sense Ratio | 2.251601 |
| Value at Risk | -0.020383 |
| Alpha | 0.909585 |
| Beta | 0.058865 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, MTCH) | 114.557655 | 2023-05-24 | 33.367217 | 0.0 | 2023-05-31 | 33.888933 | 0.0 | 59.766549 | 0.015636 | Long | Closed |
| 1 | 1 | (entries/exits, MTCH) | 132.484397 | 2023-05-31 | 34.690619 | 0.0 | 2023-06-28 | 40.760570 | 0.0 | -804.173871 | -0.174974 | Short | Closed |
| 2 | 2 | (entries/exits, MTCH) | 96.788086 | 2023-06-28 | 41.179394 | 0.0 | 2023-07-12 | 45.546747 | 0.0 | 422.707729 | 0.106057 | Long | Closed |
| 3 | 3 | (entries/exits, MTCH) | 97.458635 | 2023-07-12 | 45.792181 | 0.0 | 2023-07-21 | 44.214508 | 0.0 | 153.757900 | 0.034453 | Short | Closed |
| 4 | 4 | (entries/exits, MTCH) | 109.542777 | 2023-07-21 | 44.027381 | 0.0 | 2023-08-31 | 45.769988 | 0.0 | 190.890006 | 0.039580 | Long | Closed |
| 5 | 5 | (entries/exits, MTCH) | 95.935333 | 2023-08-31 | 45.982919 | 0.0 | 2023-09-07 | 43.696968 | 0.0 | 219.303424 | 0.049713 | Short | Closed |
| 6 | 6 | (entries/exits, MTCH) | 117.421635 | 2023-09-07 | 43.063086 | 0.0 | 2023-10-04 | 37.626446 | 0.0 | -638.379179 | -0.126248 | Long | Closed |
| 7 | 7 | (entries/exits, MTCH) | 149.343364 | 2023-10-04 | 36.731601 | 0.0 | 2023-11-01 | 29.862481 | 0.0 | 1025.857524 | 0.187008 | Short | Closed |
| 8 | 8 | (entries/exits, MTCH) | 184.638420 | 2023-11-01 | 28.940106 | 0.0 | 2023-12-06 | 32.015661 | 0.0 | 567.865518 | 0.106273 | Long | Closed |
| 9 | 9 | (entries/exits, MTCH) | 156.222261 | 2023-12-06 | 32.251673 | 0.0 | 2023-12-14 | 33.866857 | 0.0 | -252.327599 | -0.050081 | Short | Closed |
| 10 | 10 | (entries/exits, MTCH) | 150.682426 | 2023-12-14 | 33.928218 | 0.0 | 2024-01-09 | 38.068991 | 0.0 | 623.941673 | 0.122045 | Long | Closed |
| 11 | 11 | (entries/exits, MTCH) | 156.862037 | 2024-01-09 | 38.077688 | 0.0 | 2024-01-25 | 37.312427 | 0.0 | 120.040361 | 0.020097 | Short | Closed |
| 12 | 12 | (entries/exits, MTCH) | 196.286120 | 2024-01-25 | 36.514169 | 0.0 | 2024-04-18 | 32.590153 | 0.0 | -770.229851 | -0.107466 | Long | Closed |
| 13 | 13 | (entries/exits, MTCH) | 190.505664 | 2024-04-18 | 31.292422 | 0.0 | 2024-05-28 | 29.146265 | 0.0 | 408.855077 | 0.068584 | Short | Closed |
| 14 | 14 | (entries/exits, MTCH) | 166.944930 | 2024-05-28 | 28.838624 | 0.0 | 2024-05-30 | 29.432579 | 0.0 | 99.157839 | 0.020596 | Long | Closed |
| 15 | 15 | (entries/exits, MTCH) | 194.276696 | 2024-05-30 | 29.543303 | 0.0 | 2024-06-28 | 30.007001 | 0.0 | -90.085817 | -0.015696 | Short | Closed |
| 16 | 16 | (entries/exits, MTCH) | 176.264531 | 2024-06-28 | 29.796068 | 0.0 | 2024-07-09 | 30.387245 | 0.0 | 104.203537 | 0.019841 | Long | Closed |
| 17 | 17 | (entries/exits, MTCH) | 197.256470 | 2024-07-09 | 30.679961 | 0.0 | 2024-07-30 | 33.132183 | 0.0 | -483.716659 | -0.079929 | Short | Closed |
| 18 | 18 | (entries/exits, MTCH) | 183.555171 | 2024-07-30 | 33.371041 | 0.0 | 2024-08-20 | 35.889058 | 0.0 | 462.195088 | 0.075455 | Long | Closed |
| 19 | 19 | (entries/exits, MTCH) | 200.408105 | 2024-08-20 | 35.868387 | 0.0 | 2024-10-03 | 36.564322 | 0.0 | -139.470908 | -0.019402 | Short | Closed |
| 20 | 20 | (entries/exits, MTCH) | 181.501450 | 2024-10-03 | 36.688218 | 0.0 | 2024-10-23 | 36.949191 | 0.0 | 47.366989 | 0.007113 | Long | Closed |
| 21 | 21 | (entries/exits, MTCH) | 187.733083 | 2024-10-23 | 36.869929 | 0.0 | 2024-11-07 | 30.834011 | 0.0 | 1133.141492 | 0.163708 | Short | Closed |
| 22 | 22 | (entries/exits, MTCH) | 248.715917 | 2024-11-07 | 30.577337 | 0.0 | 2024-12-04 | 32.156832 | 0.0 | 392.845610 | 0.051656 | Long | Closed |
| 23 | 23 | (entries/exits, MTCH) | 303.591960 | 2024-12-04 | 32.026934 | 0.0 | 2025-01-13 | 31.131550 | 0.0 | 271.831297 | 0.027957 | Short | Closed |
| 24 | 24 | (entries/exits, MTCH) | 263.710745 | 2025-01-13 | 31.105281 | 0.0 | 2025-02-12 | 33.625304 | 0.0 | 664.557150 | 0.081016 | Long | Closed |
| 25 | 25 | (entries/exits, MTCH) | 305.774463 | 2025-02-12 | 32.969579 | 0.0 | 2025-03-20 | 30.963583 | 0.0 | 613.382363 | 0.060844 | Short | Closed |
| 26 | 26 | (entries/exits, MTCH) | 276.193846 | 2025-03-20 | 30.805908 | 0.0 | 2025-04-03 | 30.088292 | 0.0 | -198.201218 | -0.023295 | Long | Closed |
| 27 | 27 | (entries/exits, MTCH) | 327.009357 | 2025-04-03 | 29.718344 | 0.0 | 2025-04-17 | 28.850580 | 0.0 | 283.766926 | 0.029200 | Short | Open |
| 28 | 28 | (entries/exits stock two, VLO) | 61.708344 | 2023-05-24 | 106.951052 | 0.0 | 2023-05-31 | 99.884382 | 0.0 | 436.072506 | 0.066074 | Short | Closed |
| 29 | 29 | (entries/exits stock two, VLO) | 68.567159 | 2023-05-31 | 100.036575 | 0.0 | 2023-06-28 | 107.263872 | 0.0 | 495.555239 | 0.072247 | Long | Closed |
| 30 | 30 | (entries/exits stock two, VLO) | 64.395756 | 2023-06-28 | 107.729258 | 0.0 | 2023-07-12 | 107.391585 | 0.0 | 21.744708 | 0.003134 | Short | Closed |
| 31 | 31 | (entries/exits stock two, VLO) | 62.228968 | 2023-07-12 | 107.344485 | 0.0 | 2023-07-21 | 114.606382 | 0.0 | 451.900366 | 0.067650 | Long | Closed |
| 32 | 32 | (entries/exits stock two, VLO) | 74.130116 | 2023-07-21 | 116.179912 | 0.0 | 2023-08-31 | 122.478585 | 0.0 | -466.921369 | -0.054215 | Short | Closed |
| 33 | 33 | (entries/exits stock two, VLO) | 56.406191 | 2023-08-31 | 122.183245 | 0.0 | 2023-09-07 | 128.108561 | 0.0 | 334.224513 | 0.048495 | Long | Closed |
| 34 | 34 | (entries/exits stock two, VLO) | 70.090667 | 2023-09-07 | 128.882785 | 0.0 | 2023-10-04 | 124.394404 | 0.0 | 314.593634 | 0.034825 | Short | Closed |
| 35 | 35 | (entries/exits stock two, VLO) | 64.318590 | 2023-10-04 | 120.805828 | 0.0 | 2023-11-01 | 120.183604 | 0.0 | -40.020618 | -0.005151 | Long | Closed |
| 36 | 36 | (entries/exits stock two, VLO) | 77.831402 | 2023-11-01 | 119.441516 | 0.0 | 2023-12-06 | 116.600972 | 0.0 | 221.083536 | 0.023782 | Short | Closed |
| 37 | 37 | (entries/exits stock two, VLO) | 70.869693 | 2023-12-06 | 116.324633 | 0.0 | 2023-12-14 | 122.322008 | 0.0 | 425.032056 | 0.051557 | Long | Closed |
| 38 | 38 | (entries/exits stock two, VLO) | 77.341002 | 2023-12-14 | 122.628142 | 0.0 | 2024-01-09 | 121.118907 | 0.0 | 116.725753 | 0.012307 | Short | Closed |
| 39 | 39 | (entries/exits stock two, VLO) | 74.474002 | 2024-01-09 | 120.540535 | 0.0 | 2024-01-25 | 127.337817 | 0.0 | 506.220840 | 0.056390 | Long | Closed |
| 40 | 40 | (entries/exits stock two, VLO) | 94.368977 | 2024-01-25 | 131.650627 | 0.0 | 2024-04-18 | 150.127574 | 0.0 | -1743.650612 | -0.140348 | Short | Closed |
| 41 | 41 | (entries/exits stock two, VLO) | 53.333154 | 2024-04-18 | 154.951379 | 0.0 | 2024-05-28 | 156.022372 | 0.0 | 57.119460 | 0.006912 | Long | Closed |
| 42 | 42 | (entries/exits stock two, VLO) | 53.908933 | 2024-05-28 | 155.656311 | 0.0 | 2024-05-30 | 145.139114 | 0.0 | 566.970874 | 0.067567 | Short | Closed |
| 43 | 43 | (entries/exits stock two, VLO) | 59.410669 | 2024-05-30 | 145.146940 | 0.0 | 2024-06-28 | 150.647642 | 0.0 | 326.800389 | 0.037897 | Long | Closed |
| 44 | 44 | (entries/exits stock two, VLO) | 62.106056 | 2024-06-28 | 150.090527 | 0.0 | 2024-07-09 | 141.013861 | 0.0 | 563.715974 | 0.060475 | Short | Closed |
| 45 | 45 | (entries/exits stock two, VLO) | 64.579579 | 2024-07-09 | 140.801309 | 0.0 | 2024-07-30 | 156.157959 | 0.0 | 991.725993 | 0.109066 | Long | Closed |
| 46 | 46 | (entries/exits stock two, VLO) | 74.575642 | 2024-07-30 | 154.988535 | 0.0 | 2024-08-20 | 137.462958 | 0.0 | 1306.981105 | 0.113077 | Short | Closed |
| 47 | 47 | (entries/exits stock two, VLO) | 83.574700 | 2024-08-20 | 136.349372 | 0.0 | 2024-10-03 | 139.034815 | 0.0 | 224.435104 | 0.019695 | Long | Closed |
| 48 | 48 | (entries/exits stock two, VLO) | 91.560810 | 2024-10-03 | 138.069715 | 0.0 | 2024-10-23 | 129.485280 | 0.0 | 785.997845 | 0.062175 | Short | Closed |
| 49 | 49 | (entries/exits stock two, VLO) | 86.507629 | 2024-10-23 | 128.539269 | 0.0 | 2024-11-07 | 131.720361 | 0.0 | 275.188719 | 0.024748 | Long | Closed |
| 50 | 50 | (entries/exits stock two, VLO) | 96.938596 | 2024-11-07 | 132.168607 | 0.0 | 2024-12-04 | 131.374490 | 0.0 | 76.980572 | 0.006008 | Short | Closed |
| 51 | 51 | (entries/exits stock two, VLO) | 101.562879 | 2024-12-04 | 130.043670 | 0.0 | 2025-01-13 | 129.457255 | 0.0 | -59.558013 | -0.004509 | Long | Closed |
| 52 | 52 | (entries/exits stock two, VLO) | 118.893714 | 2025-01-13 | 130.717226 | 0.0 | 2025-02-12 | 130.674509 | 0.0 | 5.078736 | 0.000327 | Short | Closed |
| 53 | 53 | (entries/exits stock two, VLO) | 110.249496 | 2025-02-12 | 128.593443 | 0.0 | 2025-03-20 | 132.269655 | 0.0 | 405.300496 | 0.028588 | Long | Closed |
| 54 | 54 | (entries/exits stock two, VLO) | 105.322442 | 2025-03-20 | 132.440373 | 0.0 | 2025-04-03 | 113.292801 | 0.0 | 2016.669014 | 0.144575 | Short | Closed |
| 55 | 55 | (entries/exits stock two, VLO) | 142.650026 | 2025-04-03 | 111.533779 | 0.0 | 2025-04-17 | 108.596936 | 0.0 | -418.940676 | -0.026331 | Long | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 18679.508675 |
| Total Return [%] | 86.795087 |
| Max Gross Exposure [%] | 99883.232503 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 21.751453 |
| Max Drawdown Duration | 128 days 00:00:00 |
| Profit Factor | 2.316334 |
| Expectancy | 18.303117 |
| Sharpe Ratio | 1.836191 |
| Calmar Ratio | 2.789018 |
| Omega Ratio | 1.302438 |
| Sortino Ratio | 2.933669 |
| Skew | 0.397908 |
| Kurtosis | 3.113778 |
| Tail Ratio | 1.234879 |
| Common Sense Ratio | 1.984021 |
| Value at Risk | -0.020269 |
| Alpha | 0.638943 |
| Beta | 0.053703 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, MTCH) | 134.175001 | 2023-10-12 | 36.279897 | 0.0 | 2023-11-01 | 29.597028 | 0.0 | 896.673982 | 0.184203 | Short | Closed |
| 1 | 1 | (entries/exits, MTCH) | 171.727626 | 2023-11-01 | 28.937334 | 0.0 | 2023-12-06 | 32.020457 | 0.0 | 529.457373 | 0.106545 | Long | Closed |
| 2 | 2 | (entries/exits, MTCH) | 145.921046 | 2023-12-06 | 32.251503 | 0.0 | 2023-12-14 | 33.866434 | 0.0 | -235.652508 | -0.050073 | Short | Closed |
| 3 | 3 | (entries/exits, MTCH) | 140.424033 | 2023-12-14 | 33.928103 | 0.0 | 2024-01-09 | 38.074689 | 0.0 | 582.280359 | 0.122217 | Long | Closed |
| 4 | 4 | (entries/exits, MTCH) | 146.562114 | 2024-01-09 | 38.076269 | 0.0 | 2024-01-25 | 37.311620 | 0.0 | 112.068494 | 0.020082 | Short | Closed |
| 5 | 5 | (entries/exits, MTCH) | 182.307226 | 2024-01-25 | 36.526730 | 0.0 | 2024-04-18 | 32.575773 | 0.0 | -720.288108 | -0.108166 | Long | Closed |
| 6 | 6 | (entries/exits, MTCH) | 178.300230 | 2024-04-18 | 31.289132 | 0.0 | 2024-05-28 | 29.147821 | 0.0 | 381.796220 | 0.068436 | Short | Closed |
| 7 | 7 | (entries/exits, MTCH) | 156.029042 | 2024-05-28 | 28.838515 | 0.0 | 2024-05-30 | 29.432579 | 0.0 | 92.691238 | 0.020600 | Long | Closed |
| 8 | 8 | (entries/exits, MTCH) | 181.733053 | 2024-05-30 | 29.544618 | 0.0 | 2024-06-28 | 30.008479 | 0.0 | -84.298908 | -0.015700 | Short | Closed |
| 9 | 9 | (entries/exits, MTCH) | 164.447016 | 2024-06-28 | 29.797055 | 0.0 | 2024-07-09 | 30.387410 | 0.0 | 97.082200 | 0.019813 | Long | Closed |
| 10 | 10 | (entries/exits, MTCH) | 184.028582 | 2024-07-09 | 30.679825 | 0.0 | 2024-07-30 | 33.132400 | 0.0 | -451.343924 | -0.079941 | Short | Closed |
| 11 | 11 | (entries/exits, MTCH) | 170.492762 | 2024-07-30 | 33.366055 | 0.0 | 2024-08-20 | 35.889096 | 0.0 | 430.160156 | 0.075617 | Long | Closed |
| 12 | 12 | (entries/exits, MTCH) | 186.661694 | 2024-08-20 | 35.866987 | 0.0 | 2024-10-03 | 36.563560 | 0.0 | -130.023499 | -0.019421 | Short | Closed |
| 13 | 13 | (entries/exits, MTCH) | 168.473109 | 2024-10-03 | 36.687154 | 0.0 | 2024-10-23 | 36.949167 | 0.0 | 44.142045 | 0.007142 | Long | Closed |
| 14 | 14 | (entries/exits, MTCH) | 174.494400 | 2024-10-23 | 36.869087 | 0.0 | 2024-11-07 | 30.841998 | 0.0 | 1051.693259 | 0.163473 | Short | Closed |
| 15 | 15 | (entries/exits, MTCH) | 231.067825 | 2024-11-07 | 30.577084 | 0.0 | 2024-12-04 | 32.159245 | 0.0 | 365.586598 | 0.051743 | Long | Closed |
| 16 | 16 | (entries/exits, MTCH) | 283.443352 | 2024-12-04 | 32.024262 | 0.0 | 2025-01-13 | 31.133756 | 0.0 | 252.408051 | 0.027807 | Short | Closed |
| 17 | 17 | (entries/exits, MTCH) | 245.199283 | 2025-01-13 | 31.100165 | 0.0 | 2025-02-12 | 33.624958 | 0.0 | 619.077526 | 0.081183 | Long | Closed |
| 18 | 18 | (entries/exits, MTCH) | 286.116188 | 2025-02-12 | 32.964230 | 0.0 | 2025-03-20 | 30.966649 | 0.0 | 571.540214 | 0.060598 | Short | Closed |
| 19 | 19 | (entries/exits, MTCH) | 257.395775 | 2025-03-20 | 30.806570 | 0.0 | 2025-04-03 | 30.086596 | 0.0 | -185.318340 | -0.023371 | Long | Closed |
| 20 | 20 | (entries/exits, MTCH) | 320.232057 | 2025-04-03 | 29.705662 | 0.0 | 2025-05-02 | 30.312969 | 0.0 | -194.479179 | -0.020444 | Short | Closed |
| 21 | 21 | (entries/exits, MTCH) | 345.569623 | 2025-05-02 | 30.502232 | 0.0 | 2025-07-30 | 33.109807 | 0.0 | 901.098743 | 0.085488 | Long | Closed |
| 22 | 22 | (entries/exits, MTCH) | 255.875822 | 2025-07-30 | 34.578123 | 0.0 | 2025-08-22 | 37.345500 | 0.0 | -708.105000 | -0.080033 | Short | Closed |
| 23 | 23 | (entries/exits, MTCH) | 207.873717 | 2025-08-22 | 37.306730 | 0.0 | 2025-09-11 | 38.006526 | 0.0 | 145.469121 | 0.018758 | Long | Open |
| 24 | 24 | (entries/exits stock two, VLO) | 55.678091 | 2023-10-12 | 118.734811 | 0.0 | 2023-11-01 | 120.156200 | 0.0 | 79.140216 | 0.011971 | Long | Closed |
| 25 | 25 | (entries/exits stock two, VLO) | 68.614348 | 2023-11-01 | 119.447699 | 0.0 | 2023-12-06 | 116.598346 | 0.0 | 195.506543 | 0.023854 | Short | Closed |
| 26 | 26 | (entries/exits stock two, VLO) | 62.655722 | 2023-12-06 | 116.323794 | 0.0 | 2023-12-14 | 122.317109 | 0.0 | 375.515477 | 0.051523 | Long | Closed |
| 27 | 27 | (entries/exits stock two, VLO) | 68.265384 | 2023-12-14 | 122.628221 | 0.0 | 2024-01-09 | 121.114471 | 0.0 | 103.336760 | 0.012344 | Short | Closed |
| 28 | 28 | (entries/exits stock two, VLO) | 65.887423 | 2024-01-09 | 120.539936 | 0.0 | 2024-01-25 | 127.333298 | 0.0 | 447.597161 | 0.056358 | Long | Closed |
| 29 | 29 | (entries/exits stock two, VLO) | 83.258979 | 2024-01-25 | 131.637627 | 0.0 | 2024-04-18 | 150.135187 | 0.0 | -1540.088019 | -0.140519 | Short | Closed |
| 30 | 30 | (entries/exits stock two, VLO) | 47.296998 | 2024-04-18 | 154.943072 | 0.0 | 2024-05-28 | 156.015189 | 0.0 | 50.707902 | 0.006919 | Long | Closed |
| 31 | 31 | (entries/exits stock two, VLO) | 47.670213 | 2024-05-28 | 155.659982 | 0.0 | 2024-05-30 | 145.139114 | 0.0 | 501.531996 | 0.067589 | Short | Closed |
| 32 | 32 | (entries/exits stock two, VLO) | 52.619478 | 2024-05-30 | 145.147166 | 0.0 | 2024-06-28 | 150.643486 | 0.0 | 289.213507 | 0.037867 | Long | Closed |
| 33 | 33 | (entries/exits stock two, VLO) | 54.841854 | 2024-06-28 | 150.092910 | 0.0 | 2024-07-09 | 141.016655 | 0.0 | 497.758674 | 0.060471 | Short | Closed |
| 34 | 34 | (entries/exits stock two, VLO) | 57.092222 | 2024-07-09 | 140.804019 | 0.0 | 2024-07-30 | 156.122597 | 0.0 | 874.571637 | 0.108794 | Long | Closed |
| 35 | 35 | (entries/exits stock two, VLO) | 65.723425 | 2024-07-30 | 154.991190 | 0.0 | 2024-08-20 | 137.467885 | 0.0 | 1151.691616 | 0.113060 | Short | Closed |
| 36 | 36 | (entries/exits stock two, VLO) | 73.831523 | 2024-08-20 | 136.336193 | 0.0 | 2024-10-03 | 139.021550 | 0.0 | 198.263977 | 0.019697 | Long | Closed |
| 37 | 37 | (entries/exits stock two, VLO) | 80.459412 | 2024-10-03 | 138.077177 | 0.0 | 2024-10-23 | 129.482351 | 0.0 | 691.534658 | 0.062247 | Short | Closed |
| 38 | 38 | (entries/exits stock two, VLO) | 76.118431 | 2024-10-23 | 128.534901 | 0.0 | 2024-11-07 | 131.718069 | 0.0 | 242.297783 | 0.024765 | Long | Closed |
| 39 | 39 | (entries/exits stock two, VLO) | 85.419577 | 2024-11-07 | 132.171625 | 0.0 | 2024-12-04 | 131.370970 | 0.0 | 68.391658 | 0.006058 | Short | Closed |
| 40 | 40 | (entries/exits stock two, VLO) | 89.802448 | 2024-12-04 | 130.019550 | 0.0 | 2025-01-13 | 129.436459 | 0.0 | -52.362979 | -0.004485 | Long | Closed |
| 41 | 41 | (entries/exits stock two, VLO) | 104.729416 | 2025-01-13 | 130.717256 | 0.0 | 2025-02-12 | 130.661123 | 0.0 | 5.878728 | 0.000429 | Short | Closed |
| 42 | 42 | (entries/exits stock two, VLO) | 97.714852 | 2025-02-12 | 128.587962 | 0.0 | 2025-03-20 | 132.258573 | 0.0 | 358.673167 | 0.028546 | Long | Closed |
| 43 | 43 | (entries/exits stock two, VLO) | 92.931023 | 2025-03-20 | 132.442960 | 0.0 | 2025-04-03 | 113.277496 | 0.0 | 1781.066180 | 0.144707 | Short | Closed |
| 44 | 44 | (entries/exits stock two, VLO) | 126.946164 | 2025-04-03 | 111.497773 | 0.0 | 2025-05-02 | 116.376235 | 0.0 | 619.302023 | 0.043754 | Long | Closed |
| 45 | 45 | (entries/exits stock two, VLO) | 163.524658 | 2025-05-02 | 122.332784 | 0.0 | 2025-07-30 | 136.087271 | 0.0 | -2249.197752 | -0.112435 | Short | Closed |
| 46 | 46 | (entries/exits stock two, VLO) | 91.389246 | 2025-07-30 | 138.018049 | 0.0 | 2025-08-22 | 144.448203 | 0.0 | 587.646959 | 0.046589 | Long | Closed |
| 47 | 47 | (entries/exits stock two, VLO) | 84.968416 | 2025-08-22 | 145.812103 | 0.0 | 2025-09-11 | 157.136138 | 0.0 | -962.185308 | -0.077662 | Short | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 11899.360191 |
| Total Return [%] | 18.993602 |
| Max Gross Exposure [%] | 2541.287787 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 24.042186 |
| Max Drawdown Duration | 302 days 00:00:00 |
| Profit Factor | 1.389011 |
| Expectancy | 4.51723 |
| Sharpe Ratio | 0.701927 |
| Calmar Ratio | 0.586735 |
| Omega Ratio | 1.109747 |
| Sortino Ratio | 1.039264 |
| Skew | 0.29897 |
| Kurtosis | 5.251123 |
| Tail Ratio | 0.939951 |
| Common Sense Ratio | 1.072545 |
| Value at Risk | -0.018122 |
| Alpha | 0.204894 |
| Beta | -0.08388 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, PAYX) | 63.850186 | 2023-01-18 | 107.052110 | 0.0 | 2023-03-28 | 102.262029 | 0.0 | -305.847583 | -0.044745 | Long | Closed |
| 1 | 1 | (entries/exits, PAYX) | 61.418418 | 2023-03-28 | 101.232380 | 0.0 | 2023-05-02 | 100.572190 | 0.0 | 40.547825 | 0.006522 | Short | Closed |
| 2 | 2 | (entries/exits, PAYX) | 59.735252 | 2023-05-02 | 99.899039 | 0.0 | 2023-06-05 | 104.160396 | 0.0 | 254.553246 | 0.042657 | Long | Closed |
| 3 | 3 | (entries/exits, PAYX) | 55.248137 | 2023-06-05 | 104.481705 | 0.0 | 2023-06-22 | 104.202930 | 0.0 | 15.401836 | 0.002668 | Short | Closed |
| 4 | 4 | (entries/exits, PAYX) | 56.533075 | 2023-06-22 | 104.114443 | 0.0 | 2023-07-10 | 108.769902 | 0.0 | 263.187385 | 0.044715 | Long | Closed |
| 5 | 5 | (entries/exits, PAYX) | 61.717436 | 2023-07-10 | 110.074785 | 0.0 | 2023-08-18 | 114.174227 | 0.0 | -253.007034 | -0.037242 | Short | Closed |
| 6 | 6 | (entries/exits, PAYX) | 58.975883 | 2023-08-18 | 113.001209 | 0.0 | 2023-10-06 | 110.856622 | 0.0 | -126.478861 | -0.018978 | Long | Closed |
| 7 | 7 | (entries/exits, PAYX) | 55.895349 | 2023-10-06 | 110.451181 | 0.0 | 2023-10-27 | 103.866372 | 0.0 | 368.060185 | 0.059617 | Short | Closed |
| 8 | 8 | (entries/exits, PAYX) | 53.835052 | 2023-10-27 | 103.314720 | 0.0 | 2023-11-29 | 113.783593 | 0.0 | 563.592266 | 0.101330 | Long | Closed |
| 9 | 9 | (entries/exits, PAYX) | 44.882755 | 2023-11-29 | 115.148277 | 0.0 | 2023-12-08 | 117.804810 | 0.0 | -119.232499 | -0.023071 | Short | Closed |
| 10 | 10 | (entries/exits, PAYX) | 44.136995 | 2023-12-08 | 117.825256 | 0.0 | 2023-12-13 | 121.689468 | 0.0 | 170.554690 | 0.032796 | Long | Closed |
| 11 | 11 | (entries/exits, PAYX) | 44.371464 | 2023-12-13 | 121.696761 | 0.0 | 2023-12-21 | 113.185463 | 0.0 | 377.658750 | 0.069939 | Short | Closed |
| 12 | 12 | (entries/exits, PAYX) | 57.982190 | 2023-12-21 | 113.309387 | 0.0 | 2024-03-28 | 117.069975 | 0.0 | 218.047129 | 0.033189 | Long | Closed |
| 13 | 13 | (entries/exits, PAYX) | 55.677664 | 2024-03-28 | 117.159290 | 0.0 | 2024-06-06 | 117.544155 | 0.0 | -21.428333 | -0.003285 | Short | Closed |
| 14 | 14 | (entries/exits, PAYX) | 44.177242 | 2024-06-06 | 117.276542 | 0.0 | 2024-07-17 | 121.670945 | 0.0 | 194.132617 | 0.037470 | Long | Closed |
| 15 | 15 | (entries/exits, PAYX) | 46.365807 | 2024-07-17 | 122.008047 | 0.0 | 2024-08-19 | 121.753304 | 0.0 | 11.811357 | 0.002088 | Short | Closed |
| 16 | 16 | (entries/exits, PAYX) | 42.115155 | 2024-08-19 | 121.839357 | 0.0 | 2024-09-03 | 128.225223 | 0.0 | 268.941725 | 0.052412 | Long | Closed |
| 17 | 17 | (entries/exits, PAYX) | 45.162174 | 2024-09-03 | 128.385286 | 0.0 | 2024-09-24 | 129.934537 | 0.0 | -69.967545 | -0.012067 | Short | Closed |
| 18 | 18 | (entries/exits, PAYX) | 41.995920 | 2024-09-24 | 129.928884 | 0.0 | 2024-10-01 | 136.915991 | 0.0 | 293.429992 | 0.053776 | Long | Closed |
| 19 | 19 | (entries/exits, PAYX) | 43.624920 | 2024-10-01 | 136.804091 | 0.0 | 2024-10-11 | 135.093518 | 0.0 | 74.623605 | 0.012504 | Short | Closed |
| 20 | 20 | (entries/exits, PAYX) | 47.561343 | 2024-10-11 | 135.350666 | 0.0 | 2024-10-31 | 135.545816 | 0.0 | 9.281582 | 0.001442 | Long | Closed |
| 21 | 21 | (entries/exits, PAYX) | 53.497561 | 2024-10-31 | 135.893783 | 0.0 | 2024-11-20 | 139.475315 | 0.0 | -191.603231 | -0.026355 | Short | Open |
| 22 | 22 | (entries/exits stock two, UBER) | 244.678372 | 2023-01-18 | 30.195940 | 0.0 | 2023-03-28 | 31.424379 | 0.0 | -300.572472 | -0.040682 | Short | Closed |
| 23 | 23 | (entries/exits stock two, UBER) | 164.498712 | 2023-03-28 | 30.152000 | 0.0 | 2023-05-02 | 35.641409 | 0.0 | 903.000621 | 0.182058 | Long | Closed |
| 24 | 24 | (entries/exits stock two, UBER) | 149.148924 | 2023-05-02 | 36.708686 | 0.0 | 2023-06-05 | 40.028360 | 0.0 | -495.125764 | -0.090433 | Short | Closed |
| 25 | 25 | (entries/exits stock two, UBER) | 121.104537 | 2023-06-05 | 40.447858 | 0.0 | 2023-06-22 | 42.758252 | 0.0 | 279.799091 | 0.057120 | Long | Closed |
| 26 | 26 | (entries/exits stock two, UBER) | 125.604604 | 2023-06-22 | 42.783847 | 0.0 | 2023-07-10 | 42.864965 | 0.0 | -10.188751 | -0.001896 | Short | Closed |
| 27 | 27 | (entries/exits stock two, UBER) | 128.366960 | 2023-07-10 | 43.061198 | 0.0 | 2023-08-18 | 44.913572 | 0.0 | 237.783697 | 0.043017 | Long | Closed |
| 28 | 28 | (entries/exits stock two, UBER) | 140.589467 | 2023-08-18 | 44.869165 | 0.0 | 2023-10-06 | 46.015070 | 0.0 | -161.102122 | -0.025539 | Short | Closed |
| 29 | 29 | (entries/exits stock two, UBER) | 119.635625 | 2023-10-06 | 45.367481 | 0.0 | 2023-10-27 | 41.405926 | 0.0 | -473.943054 | -0.087321 | Long | Closed |
| 30 | 30 | (entries/exits stock two, UBER) | 116.797637 | 2023-10-27 | 41.453110 | 0.0 | 2023-11-29 | 53.649556 | 0.0 | -1424.516044 | -0.294223 | Short | Closed |
| 31 | 31 | (entries/exits stock two, UBER) | 77.252463 | 2023-11-29 | 56.416761 | 0.0 | 2023-12-08 | 61.517771 | 0.0 | 394.065584 | 0.090417 | Long | Closed |
| 32 | 32 | (entries/exits stock two, UBER) | 71.910705 | 2023-12-08 | 61.700001 | 0.0 | 2023-12-13 | 61.976377 | 0.0 | -19.874376 | -0.004479 | Short | Closed |
| 33 | 33 | (entries/exits stock two, UBER) | 74.395483 | 2023-12-13 | 61.948715 | 0.0 | 2023-12-21 | 61.465770 | 0.0 | -35.928905 | -0.007796 | Long | Closed |
| 34 | 34 | (entries/exits stock two, UBER) | 111.553126 | 2023-12-21 | 63.844672 | 0.0 | 2024-03-28 | 74.015641 | 0.0 | -1134.603393 | -0.159308 | Short | Closed |
| 35 | 35 | (entries/exits stock two, UBER) | 72.801613 | 2024-03-28 | 75.037174 | 0.0 | 2024-06-06 | 69.061963 | 0.0 | -435.004952 | -0.079630 | Long | Closed |
| 36 | 36 | (entries/exits stock two, UBER) | 71.442035 | 2024-06-06 | 69.214839 | 0.0 | 2024-07-17 | 69.654736 | 0.0 | -31.427146 | -0.006356 | Short | Closed |
| 37 | 37 | (entries/exits stock two, UBER) | 67.949391 | 2024-07-17 | 67.972838 | 0.0 | 2024-08-19 | 73.265842 | 0.0 | 359.656391 | 0.077869 | Long | Closed |
| 38 | 38 | (entries/exits stock two, UBER) | 62.267924 | 2024-08-19 | 74.073117 | 0.0 | 2024-09-03 | 71.931155 | 0.0 | 133.375546 | 0.028917 | Short | Closed |
| 39 | 39 | (entries/exits stock two, UBER) | 65.790375 | 2024-09-03 | 71.829945 | 0.0 | 2024-09-24 | 77.036519 | 0.0 | 342.542473 | 0.072485 | Long | Closed |
| 40 | 40 | (entries/exits stock two, UBER) | 62.025992 | 2024-09-24 | 77.365703 | 0.0 | 2024-10-01 | 74.239998 | 0.0 | 193.874956 | 0.040402 | Short | Closed |
| 41 | 41 | (entries/exits stock two, UBER) | 66.072662 | 2024-10-01 | 74.227065 | 0.0 | 2024-10-11 | 85.963670 | 0.0 | 775.468739 | 0.158118 | Long | Closed |
| 42 | 42 | (entries/exits stock two, UBER) | 72.429212 | 2024-10-11 | 85.473711 | 0.0 | 2024-10-31 | 72.455313 | 0.0 | 942.912344 | 0.152309 | Short | Closed |
| 43 | 43 | (entries/exits stock two, UBER) | 83.543091 | 2024-10-31 | 71.949377 | 0.0 | 2024-11-20 | 69.829616 | 0.0 | -177.091378 | -0.029462 | Long | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 16773.068832 |
| Total Return [%] | 67.730688 |
| Max Gross Exposure [%] | 144.258138 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 13.537067 |
| Max Drawdown Duration | 163 days 00:00:00 |
| Profit Factor | 2.342596 |
| Expectancy | 11.639228 |
| Sharpe Ratio | 2.096928 |
| Calmar Ratio | 3.55041 |
| Omega Ratio | 1.352079 |
| Sortino Ratio | 3.266397 |
| Skew | 0.155599 |
| Kurtosis | 3.346699 |
| Tail Ratio | 1.137562 |
| Common Sense Ratio | 1.684299 |
| Value at Risk | -0.014398 |
| Alpha | 0.554614 |
| Beta | -0.134842 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, PAYX) | 71.201010 | 2023-05-31 | 98.209610 | 0.0 | 2023-06-05 | 104.431820 | 0.0 | 443.027620 | 0.063356 | Long | Closed |
| 1 | 1 | (entries/exits, PAYX) | 73.080572 | 2023-06-05 | 104.487049 | 0.0 | 2023-06-22 | 104.232392 | 0.0 | 18.610479 | 0.002437 | Short | Closed |
| 2 | 2 | (entries/exits, PAYX) | 72.431554 | 2023-06-22 | 104.124180 | 0.0 | 2023-07-10 | 108.853942 | 0.0 | 342.584006 | 0.045424 | Long | Closed |
| 3 | 3 | (entries/exits, PAYX) | 80.492459 | 2023-07-10 | 110.036270 | 0.0 | 2023-08-18 | 114.120683 | 0.0 | -328.764463 | -0.037119 | Short | Closed |
| 4 | 4 | (entries/exits, PAYX) | 72.542168 | 2023-08-18 | 113.181604 | 0.0 | 2023-10-06 | 110.801170 | 0.0 | -172.681915 | -0.021032 | Long | Closed |
| 5 | 5 | (entries/exits, PAYX) | 72.927767 | 2023-10-06 | 110.385239 | 0.0 | 2023-10-27 | 103.766474 | 0.0 | 482.691782 | 0.059961 | Short | Closed |
| 6 | 6 | (entries/exits, PAYX) | 71.477231 | 2023-10-27 | 103.308644 | 0.0 | 2023-11-29 | 114.218568 | 0.0 | 779.811135 | 0.105605 | Long | Closed |
| 7 | 7 | (entries/exits, PAYX) | 63.640126 | 2023-11-29 | 115.130343 | 0.0 | 2023-12-08 | 117.804713 | 0.0 | -170.197282 | -0.023229 | Short | Closed |
| 8 | 8 | (entries/exits, PAYX) | 61.775415 | 2023-12-08 | 117.825256 | 0.0 | 2023-12-13 | 121.700182 | 0.0 | 239.375146 | 0.032887 | Long | Closed |
| 9 | 9 | (entries/exits, PAYX) | 62.729478 | 2023-12-13 | 121.695423 | 0.0 | 2023-12-21 | 113.200178 | 0.0 | 532.902307 | 0.069807 | Short | Closed |
| 10 | 10 | (entries/exits, PAYX) | 78.189760 | 2023-12-21 | 113.213127 | 0.0 | 2024-03-28 | 117.206063 | 0.0 | 312.206733 | 0.035269 | Long | Closed |
| 11 | 11 | (entries/exits, PAYX) | 85.185749 | 2024-03-28 | 117.134794 | 0.0 | 2024-06-06 | 117.576047 | 0.0 | -37.588461 | -0.003767 | Short | Closed |
| 12 | 12 | (entries/exits, PAYX) | 65.047567 | 2024-06-06 | 117.360930 | 0.0 | 2024-07-17 | 121.890118 | 0.0 | 294.612604 | 0.038592 | Long | Closed |
| 13 | 13 | (entries/exits, PAYX) | 70.910265 | 2024-07-17 | 121.995022 | 0.0 | 2024-08-19 | 121.747731 | 0.0 | 17.535461 | 0.002027 | Short | Closed |
| 14 | 14 | (entries/exits, PAYX) | 63.200745 | 2024-08-19 | 121.815204 | 0.0 | 2024-09-03 | 128.251841 | 0.0 | 406.800263 | 0.052839 | Long | Closed |
| 15 | 15 | (entries/exits, PAYX) | 67.778609 | 2024-09-03 | 128.335838 | 0.0 | 2024-09-24 | 129.937286 | 0.0 | -108.543913 | -0.012479 | Short | Closed |
| 16 | 16 | (entries/exits, PAYX) | 62.508765 | 2024-09-24 | 129.938280 | 0.0 | 2024-10-01 | 136.917240 | 0.0 | 436.246163 | 0.053710 | Long | Closed |
| 17 | 17 | (entries/exits, PAYX) | 65.251618 | 2024-10-01 | 136.807190 | 0.0 | 2024-10-11 | 135.091582 | 0.0 | 111.946198 | 0.012540 | Short | Closed |
| 18 | 18 | (entries/exits, PAYX) | 68.461203 | 2024-10-11 | 135.258111 | 0.0 | 2024-10-31 | 135.529994 | 0.0 | 18.613474 | 0.002010 | Long | Closed |
| 19 | 19 | (entries/exits, PAYX) | 89.564433 | 2024-10-31 | 136.054596 | 0.0 | 2025-01-03 | 137.842822 | 0.0 | -160.161488 | -0.013143 | Short | Closed |
| 20 | 20 | (entries/exits, PAYX) | 67.899522 | 2025-01-03 | 136.829892 | 0.0 | 2025-01-30 | 144.766347 | 0.0 | 538.881458 | 0.058002 | Long | Closed |
| 21 | 21 | (entries/exits, PAYX) | 67.187984 | 2025-01-30 | 144.998038 | 0.0 | 2025-02-07 | 144.718221 | 0.0 | 18.800361 | 0.001930 | Short | Closed |
| 22 | 22 | (entries/exits, PAYX) | 69.980622 | 2025-02-07 | 144.711668 | 0.0 | 2025-03-10 | 152.004032 | 0.0 | 510.324149 | 0.050392 | Long | Closed |
| 23 | 23 | (entries/exits, PAYX) | 74.536712 | 2025-03-10 | 151.350948 | 0.0 | 2025-03-20 | 143.178128 | 0.0 | 609.175159 | 0.053999 | Short | Closed |
| 24 | 24 | (entries/exits, PAYX) | 75.146726 | 2025-03-20 | 143.160986 | 0.0 | 2025-03-31 | 151.921504 | 0.0 | 658.324287 | 0.061193 | Long | Closed |
| 25 | 25 | (entries/exits, PAYX) | 92.515090 | 2025-03-31 | 149.619481 | 0.0 | 2025-04-17 | 143.029373 | 0.0 | 609.684445 | 0.044046 | Short | Open |
| 26 | 26 | (entries/exits stock two, UBER) | 79.287543 | 2023-05-31 | 37.930000 | 0.0 | 2023-06-05 | 40.397971 | 0.0 | -195.679355 | -0.065066 | Short | Closed |
| 27 | 27 | (entries/exits stock two, UBER) | 81.578249 | 2023-06-05 | 40.454711 | 0.0 | 2023-06-22 | 42.743679 | 0.0 | 186.730017 | 0.056581 | Long | Closed |
| 28 | 28 | (entries/exits stock two, UBER) | 81.608924 | 2023-06-22 | 42.786339 | 0.0 | 2023-07-10 | 42.850233 | 0.0 | -5.214287 | -0.001493 | Short | Closed |
| 29 | 29 | (entries/exits stock two, UBER) | 87.541451 | 2023-07-10 | 43.124226 | 0.0 | 2023-08-18 | 44.964752 | 0.0 | 161.122369 | 0.042680 | Long | Closed |
| 30 | 30 | (entries/exits stock two, UBER) | 88.293328 | 2023-08-18 | 44.840957 | 0.0 | 2023-10-06 | 46.014796 | 0.0 | -103.642131 | -0.026178 | Short | Closed |
| 31 | 31 | (entries/exits stock two, UBER) | 81.394978 | 2023-10-06 | 45.262231 | 0.0 | 2023-10-27 | 41.450094 | 0.0 | -310.288840 | -0.084223 | Long | Closed |
| 32 | 32 | (entries/exits stock two, UBER) | 78.774822 | 2023-10-27 | 41.491732 | 0.0 | 2023-11-29 | 53.979526 | 0.0 | -983.723754 | -0.300971 | Short | Closed |
| 33 | 33 | (entries/exits stock two, UBER) | 55.760111 | 2023-11-29 | 56.421412 | 0.0 | 2023-12-08 | 61.465758 | 0.0 | 281.273330 | 0.089405 | Long | Closed |
| 34 | 34 | (entries/exits stock two, UBER) | 50.926024 | 2023-12-08 | 61.702191 | 0.0 | 2023-12-13 | 61.974531 | 0.0 | -13.869206 | -0.004414 | Short | Closed |
| 35 | 35 | (entries/exits stock two, UBER) | 53.234245 | 2023-12-13 | 61.942663 | 0.0 | 2023-12-21 | 61.467428 | 0.0 | -25.298748 | -0.007672 | Long | Closed |
| 36 | 36 | (entries/exits stock two, UBER) | 78.336442 | 2023-12-21 | 63.750541 | 0.0 | 2024-03-28 | 74.275822 | 0.0 | -824.513065 | -0.165101 | Short | Closed |
| 37 | 37 | (entries/exits stock two, UBER) | 59.123127 | 2024-03-28 | 74.597541 | 0.0 | 2024-06-06 | 69.090645 | 0.0 | -325.584905 | -0.073821 | Long | Closed |
| 38 | 38 | (entries/exits stock two, UBER) | 54.419214 | 2024-06-06 | 69.216833 | 0.0 | 2024-07-17 | 69.565464 | 0.0 | -18.972258 | -0.005037 | Short | Closed |
| 39 | 39 | (entries/exits stock two, UBER) | 54.450643 | 2024-07-17 | 67.800471 | 0.0 | 2024-08-19 | 73.016472 | 0.0 | 284.014608 | 0.076932 | Long | Closed |
| 40 | 40 | (entries/exits stock two, UBER) | 47.377840 | 2024-08-19 | 74.080956 | 0.0 | 2024-09-03 | 71.915565 | 0.0 | 102.591579 | 0.029230 | Short | Closed |
| 41 | 41 | (entries/exits stock two, UBER) | 51.244999 | 2024-09-03 | 71.812997 | 0.0 | 2024-09-24 | 76.924238 | 0.0 | 261.925539 | 0.071174 | Long | Closed |
| 42 | 42 | (entries/exits stock two, UBER) | 46.707161 | 2024-09-24 | 77.368995 | 0.0 | 2024-10-01 | 74.242851 | 0.0 | 146.013319 | 0.040406 | Short | Closed |
| 43 | 43 | (entries/exits stock two, UBER) | 50.268764 | 2024-10-01 | 74.223276 | 0.0 | 2024-10-11 | 85.854782 | 0.0 | 584.701433 | 0.156710 | Long | Closed |
| 44 | 44 | (entries/exits stock two, UBER) | 52.706305 | 2024-10-11 | 85.573143 | 0.0 | 2024-10-31 | 72.406878 | 0.0 | 693.945195 | 0.153860 | Short | Closed |
| 45 | 45 | (entries/exits stock two, UBER) | 75.686791 | 2024-10-31 | 70.415186 | 0.0 | 2025-01-03 | 65.365428 | 0.0 | -382.200004 | -0.071714 | Long | Closed |
| 46 | 46 | (entries/exits stock two, UBER) | 68.984248 | 2025-01-03 | 64.786541 | 0.0 | 2025-01-30 | 66.633830 | 0.0 | -127.433820 | -0.028513 | Short | Closed |
| 47 | 47 | (entries/exits stock two, UBER) | 63.366692 | 2025-01-30 | 66.492700 | 0.0 | 2025-02-07 | 74.170481 | 0.0 | 486.515589 | 0.115468 | Long | Closed |
| 48 | 48 | (entries/exits stock two, UBER) | 68.455025 | 2025-02-07 | 74.899830 | 0.0 | 2025-03-10 | 73.961298 | 0.0 | 64.247249 | 0.012530 | Short | Closed |
| 49 | 49 | (entries/exits stock two, UBER) | 65.830110 | 2025-03-10 | 72.817732 | 0.0 | 2025-03-20 | 74.213285 | 0.0 | 91.869375 | 0.019165 | Long | Closed |
| 50 | 50 | (entries/exits stock two, UBER) | 67.464553 | 2025-03-20 | 74.304541 | 0.0 | 2025-03-31 | 72.973794 | 0.0 | 89.778222 | 0.017909 | Short | Closed |
| 51 | 51 | (entries/exits stock two, UBER) | 81.389836 | 2025-03-31 | 71.771360 | 0.0 | 2025-04-17 | 74.849701 | 0.0 | 250.545671 | 0.042891 | Long | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 22111.966089 |
| Total Return [%] | 121.119661 |
| Max Gross Exposure [%] | 117.867359 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 8.651033 |
| Max Drawdown Duration | 61 days 00:00:00 |
| Profit Factor | 5.600566 |
| Expectancy | 24.37684 |
| Sharpe Ratio | 2.694149 |
| Calmar Ratio | 9.548711 |
| Omega Ratio | 1.513263 |
| Sortino Ratio | 4.103636 |
| Skew | -0.562834 |
| Kurtosis | 9.573137 |
| Tail Ratio | 1.384236 |
| Common Sense Ratio | 2.527701 |
| Value at Risk | -0.013816 |
| Alpha | 1.087668 |
| Beta | -0.303641 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, PAYX) | 93.285724 | 2023-10-12 | 111.229472 | 0.0 | 2023-10-27 | 103.523446 | 0.0 | 718.862181 | 0.069280 | Short | Closed |
| 1 | 1 | (entries/exits, PAYX) | 94.229471 | 2023-10-27 | 103.298841 | 0.0 | 2023-11-29 | 114.840909 | 0.0 | 1087.602995 | 0.111735 | Long | Closed |
| 2 | 2 | (entries/exits, PAYX) | 92.243442 | 2023-11-29 | 115.126973 | 0.0 | 2023-12-08 | 117.808245 | 0.0 | -247.329740 | -0.023290 | Short | Closed |
| 3 | 3 | (entries/exits, PAYX) | 87.405186 | 2023-12-08 | 117.825256 | 0.0 | 2023-12-13 | 121.714707 | 0.0 | 339.958136 | 0.033010 | Long | Closed |
| 4 | 4 | (entries/exits, PAYX) | 89.961160 | 2023-12-13 | 121.693637 | 0.0 | 2023-12-21 | 113.219981 | 0.0 | 762.299941 | 0.069631 | Short | Closed |
| 5 | 5 | (entries/exits, PAYX) | 103.947602 | 2023-12-21 | 113.043901 | 0.0 | 2024-03-28 | 117.419604 | 0.0 | 454.843809 | 0.038708 | Long | Closed |
| 6 | 6 | (entries/exits, PAYX) | 138.503429 | 2024-03-28 | 117.078144 | 0.0 | 2024-06-06 | 117.582083 | 0.0 | -69.797312 | -0.004304 | Short | Closed |
| 7 | 7 | (entries/exits, PAYX) | 98.003847 | 2024-06-06 | 117.485535 | 0.0 | 2024-07-17 | 122.209004 | 0.0 | 462.918157 | 0.040205 | Long | Closed |
| 8 | 8 | (entries/exits, PAYX) | 113.767995 | 2024-07-17 | 121.965577 | 0.0 | 2024-08-19 | 121.729628 | 0.0 | 26.843501 | 0.001935 | Short | Closed |
| 9 | 9 | (entries/exits, PAYX) | 97.692074 | 2024-08-19 | 121.781558 | 0.0 | 2024-09-03 | 128.288472 | 0.0 | 635.673890 | 0.053431 | Long | Closed |
| 10 | 10 | (entries/exits, PAYX) | 106.223905 | 2024-09-03 | 128.283587 | 0.0 | 2024-09-24 | 129.934803 | 0.0 | -175.398575 | -0.012872 | Short | Closed |
| 11 | 11 | (entries/exits, PAYX) | 95.520906 | 2024-09-24 | 129.951249 | 0.0 | 2024-10-01 | 136.918931 | 0.0 | 665.559336 | 0.053618 | Long | Closed |
| 12 | 12 | (entries/exits, PAYX) | 100.590049 | 2024-10-01 | 136.806006 | 0.0 | 2024-10-11 | 135.087295 | 0.0 | 172.885242 | 0.012563 | Short | Closed |
| 13 | 13 | (entries/exits, PAYX) | 99.928045 | 2024-10-11 | 135.126263 | 0.0 | 2024-10-31 | 135.508390 | 0.0 | 38.185145 | 0.002828 | Long | Closed |
| 14 | 14 | (entries/exits, PAYX) | 133.352883 | 2024-10-31 | 136.165625 | 0.0 | 2025-01-03 | 137.894188 | 0.0 | -230.508840 | -0.012695 | Short | Closed |
| 15 | 15 | (entries/exits, PAYX) | 97.908513 | 2025-01-03 | 136.761144 | 0.0 | 2025-01-30 | 144.886770 | 0.0 | 795.567963 | 0.059415 | Long | Closed |
| 16 | 16 | (entries/exits, PAYX) | 98.717759 | 2025-01-30 | 144.967058 | 0.0 | 2025-02-07 | 144.693251 | 0.0 | 27.029710 | 0.001889 | Short | Closed |
| 17 | 17 | (entries/exits, PAYX) | 99.089322 | 2025-02-07 | 144.631809 | 0.0 | 2025-03-10 | 152.188046 | 0.0 | 748.742442 | 0.052245 | Long | Closed |
| 18 | 18 | (entries/exits, PAYX) | 112.867593 | 2025-03-10 | 151.124398 | 0.0 | 2025-03-20 | 143.209174 | 0.0 | 893.372229 | 0.052376 | Short | Closed |
| 19 | 19 | (entries/exits, PAYX) | 110.206620 | 2025-03-20 | 143.124918 | 0.0 | 2025-03-31 | 151.997488 | 0.0 | 977.815947 | 0.061992 | Long | Closed |
| 20 | 20 | (entries/exits, PAYX) | 145.395169 | 2025-03-31 | 149.232445 | 0.0 | 2025-04-21 | 139.346961 | 0.0 | 1437.301637 | 0.066242 | Short | Closed |
| 21 | 21 | (entries/exits, PAYX) | 130.746213 | 2025-04-21 | 138.394249 | 0.0 | 2025-05-21 | 154.769857 | 0.0 | 2141.048813 | 0.118326 | Long | Closed |
| 22 | 22 | (entries/exits, PAYX) | 145.424635 | 2025-05-21 | 154.836998 | 0.0 | 2025-06-20 | 148.634378 | 0.0 | 902.013725 | 0.040059 | Short | Closed |
| 23 | 23 | (entries/exits, PAYX) | 139.998119 | 2025-06-20 | 147.839423 | 0.0 | 2025-07-23 | 145.265008 | 0.0 | -360.413293 | -0.017414 | Long | Closed |
| 24 | 24 | (entries/exits, PAYX) | 155.383499 | 2025-07-23 | 144.863938 | 0.0 | 2025-08-11 | 139.047788 | 0.0 | 903.733806 | 0.040149 | Short | Closed |
| 25 | 25 | (entries/exits, PAYX) | 151.844901 | 2025-08-11 | 138.571536 | 0.0 | 2025-09-11 | 135.502128 | 0.0 | -466.073862 | -0.022150 | Long | Open |
| 26 | 26 | (entries/exits stock two, UBER) | 23.204587 | 2023-10-12 | 45.249544 | 0.0 | 2023-10-27 | 41.401491 | 0.0 | -89.292479 | -0.085041 | Long | Closed |
| 27 | 27 | (entries/exits stock two, UBER) | 22.791720 | 2023-10-27 | 41.599624 | 0.0 | 2023-11-29 | 54.442714 | 0.0 | -292.716108 | -0.308731 | Short | Closed |
| 28 | 28 | (entries/exits stock two, UBER) | 17.595995 | 2023-11-29 | 56.427513 | 0.0 | 2023-12-08 | 61.396452 | 0.0 | 87.433437 | 0.088059 | Long | Closed |
| 29 | 29 | (entries/exits stock two, UBER) | 15.665162 | 2023-12-08 | 61.705449 | 0.0 | 2023-12-13 | 61.972250 | 0.0 | -4.179474 | -0.004324 | Short | Closed |
| 30 | 30 | (entries/exits stock two, UBER) | 16.599766 | 2023-12-13 | 61.934617 | 0.0 | 2023-12-21 | 61.469646 | 0.0 | -7.718405 | -0.007507 | Long | Closed |
| 31 | 31 | (entries/exits stock two, UBER) | 23.793111 | 2023-12-21 | 63.602656 | 0.0 | 2024-03-28 | 74.628866 | 0.0 | -262.347836 | -0.173361 | Short | Closed |
| 32 | 32 | (entries/exits stock two, UBER) | 21.720653 | 2024-03-28 | 74.071902 | 0.0 | 2024-06-06 | 69.120146 | 0.0 | -107.555375 | -0.066851 | Long | Closed |
| 33 | 33 | (entries/exits stock two, UBER) | 18.398943 | 2024-06-06 | 69.219256 | 0.0 | 2024-07-17 | 69.442485 | 0.0 | -4.107188 | -0.003225 | Short | Closed |
| 34 | 34 | (entries/exits stock two, UBER) | 19.683248 | 2024-07-17 | 67.578396 | 0.0 | 2024-08-19 | 72.691281 | 0.0 | 100.638199 | 0.075659 | Long | Closed |
| 35 | 35 | (entries/exits stock two, UBER) | 15.968602 | 2024-08-19 | 74.091888 | 0.0 | 2024-09-03 | 71.895194 | 0.0 | 35.078125 | 0.029648 | Short | Closed |
| 36 | 36 | (entries/exits stock two, UBER) | 17.813395 | 2024-09-03 | 71.790518 | 0.0 | 2024-09-24 | 76.776475 | 0.0 | 88.816818 | 0.069451 | Long | Closed |
| 37 | 37 | (entries/exits stock two, UBER) | 15.530656 | 2024-09-24 | 77.373165 | 0.0 | 2024-10-01 | 74.250575 | 0.0 | 48.495869 | 0.040358 | Short | Closed |
| 38 | 38 | (entries/exits stock two, UBER) | 16.925168 | 2024-10-01 | 74.218157 | 0.0 | 2024-10-11 | 85.708673 | 0.0 | 194.478904 | 0.154821 | Long | Closed |
| 39 | 39 | (entries/exits stock two, UBER) | 16.701231 | 2024-10-11 | 85.710677 | 0.0 | 2024-10-31 | 72.340776 | 0.0 | 223.293808 | 0.155989 | Short | Closed |
| 40 | 40 | (entries/exits stock two, UBER) | 25.516487 | 2024-10-31 | 70.046151 | 0.0 | 2025-01-03 | 65.517078 | 0.0 | -115.566017 | -0.064658 | Long | Closed |
| 41 | 41 | (entries/exits stock two, UBER) | 21.886794 | 2025-01-03 | 64.788969 | 0.0 | 2025-01-30 | 66.615448 | 0.0 | -39.975776 | -0.028191 | Short | Closed |
| 42 | 42 | (entries/exits stock two, UBER) | 20.824532 | 2025-01-30 | 66.465950 | 0.0 | 2025-02-07 | 74.045489 | 0.0 | 157.840351 | 0.114036 | Long | Closed |
| 43 | 43 | (entries/exits stock two, UBER) | 21.061807 | 2025-02-07 | 74.859681 | 0.0 | 2025-03-10 | 73.769530 | 0.0 | 22.960540 | 0.014563 | Short | Closed |
| 44 | 44 | (entries/exits stock two, UBER) | 21.622527 | 2025-03-10 | 72.750157 | 0.0 | 2025-03-20 | 74.172699 | 0.0 | 30.758968 | 0.019554 | Long | Closed |
| 45 | 45 | (entries/exits stock two, UBER) | 21.608748 | 2025-03-20 | 74.314041 | 0.0 | 2025-03-31 | 72.955058 | 0.0 | 29.365916 | 0.018287 | Short | Closed |
| 46 | 46 | (entries/exits stock two, UBER) | 28.018326 | 2025-03-31 | 71.501134 | 0.0 | 2025-04-21 | 72.941440 | 0.0 | 40.354959 | 0.020144 | Long | Closed |
| 47 | 47 | (entries/exits stock two, UBER) | 25.391741 | 2025-04-21 | 74.069852 | 0.0 | 2025-05-21 | 87.871170 | 0.0 | -350.439497 | -0.186328 | Short | Closed |
| 48 | 48 | (entries/exits stock two, UBER) | 24.474500 | 2025-05-21 | 88.097529 | 0.0 | 2025-06-20 | 83.956013 | 0.0 | -101.361527 | -0.047011 | Long | Closed |
| 49 | 49 | (entries/exits stock two, UBER) | 25.499243 | 2025-06-20 | 84.732270 | 0.0 | 2025-07-23 | 90.498121 | 0.0 | -147.024827 | -0.068048 | Short | Closed |
| 50 | 50 | (entries/exits stock two, UBER) | 23.322204 | 2025-07-23 | 89.729488 | 0.0 | 2025-08-11 | 90.634228 | 0.0 | 21.100530 | 0.010083 | Long | Closed |
| 51 | 51 | (entries/exits stock two, UBER) | 24.256972 | 2025-08-11 | 90.873809 | 0.0 | 2025-09-11 | 94.547096 | 0.0 | -89.102809 | -0.040422 | Short | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 16863.932962 |
| Total Return [%] | 68.63933 |
| Max Gross Exposure [%] | 157.680748 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 20.691734 |
| Max Drawdown Duration | 264 days 00:00:00 |
| Profit Factor | 2.1247 |
| Expectancy | 14.234879 |
| Sharpe Ratio | 1.6871 |
| Calmar Ratio | 2.352166 |
| Omega Ratio | 1.288038 |
| Sortino Ratio | 2.83547 |
| Skew | 1.655253 |
| Kurtosis | 14.865804 |
| Tail Ratio | 1.140683 |
| Common Sense Ratio | 1.695858 |
| Value at Risk | -0.018821 |
| Alpha | 0.516427 |
| Beta | 0.033748 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, RL) | 65.920171 | 2023-01-09 | 109.045830 | 0.0 | 2023-01-18 | 113.352980 | 0.0 | 283.928092 | 0.039499 | Long | Closed |
| 1 | 1 | (entries/exits, RL) | 71.154337 | 2023-01-18 | 113.566260 | 0.0 | 2023-02-01 | 121.319652 | 0.0 | -551.687478 | -0.068272 | Short | Closed |
| 2 | 2 | (entries/exits, RL) | 73.067738 | 2023-02-01 | 119.542399 | 0.0 | 2023-05-23 | 104.759634 | 0.0 | -1080.143172 | -0.123661 | Long | Closed |
| 3 | 3 | (entries/exits, RL) | 72.141706 | 2023-05-23 | 103.811292 | 0.0 | 2023-06-15 | 114.808008 | 0.0 | -793.321919 | -0.105930 | Short | Closed |
| 4 | 4 | (entries/exits, RL) | 53.803446 | 2023-06-15 | 116.604027 | 0.0 | 2023-07-19 | 123.993209 | 0.0 | 397.563455 | 0.063370 | Long | Closed |
| 5 | 5 | (entries/exits, RL) | 70.588497 | 2023-07-19 | 122.132345 | 0.0 | 2023-08-29 | 112.986339 | 0.0 | 645.602806 | 0.074886 | Short | Closed |
| 6 | 6 | (entries/exits, RL) | 62.401949 | 2023-08-29 | 111.805800 | 0.0 | 2023-09-26 | 109.571014 | 0.0 | -139.454992 | -0.019988 | Long | Closed |
| 7 | 7 | (entries/exits, RL) | 77.017531 | 2023-09-26 | 109.346679 | 0.0 | 2023-10-31 | 109.694675 | 0.0 | -26.801802 | -0.003183 | Short | Closed |
| 8 | 8 | (entries/exits, RL) | 63.192987 | 2023-10-31 | 109.630871 | 0.0 | 2023-12-08 | 127.224503 | 0.0 | 1111.794132 | 0.160481 | Long | Closed |
| 9 | 9 | (entries/exits, RL) | 62.632646 | 2023-12-08 | 129.013800 | 0.0 | 2024-01-09 | 139.452170 | 0.0 | -653.782712 | -0.080909 | Short | Closed |
| 10 | 10 | (entries/exits, RL) | 52.725191 | 2024-01-09 | 140.832323 | 0.0 | 2024-03-20 | 182.100459 | 0.0 | 2175.870360 | 0.293030 | Long | Closed |
| 11 | 11 | (entries/exits, RL) | 54.726660 | 2024-03-20 | 183.847806 | 0.0 | 2024-04-05 | 169.216590 | 0.0 | 800.717607 | 0.079583 | Short | Closed |
| 12 | 12 | (entries/exits, RL) | 54.692362 | 2024-04-05 | 168.193436 | 0.0 | 2024-04-19 | 155.407405 | 0.0 | -699.298214 | -0.076020 | Long | Closed |
| 13 | 13 | (entries/exits, RL) | 59.968707 | 2024-04-19 | 156.010300 | 0.0 | 2024-05-22 | 161.395204 | 0.0 | -322.925758 | -0.034516 | Short | Closed |
| 14 | 14 | (entries/exits, RL) | 51.785869 | 2024-05-22 | 161.036652 | 0.0 | 2024-05-28 | 177.622273 | 0.0 | 858.900809 | 0.102993 | Long | Closed |
| 15 | 15 | (entries/exits, RL) | 52.852489 | 2024-05-28 | 177.801912 | 0.0 | 2024-06-06 | 178.677923 | 0.0 | -46.299345 | -0.004927 | Short | Closed |
| 16 | 16 | (entries/exits, RL) | 52.885219 | 2024-06-06 | 178.243181 | 0.0 | 2024-07-09 | 176.851703 | 0.0 | -73.588635 | -0.007807 | Long | Closed |
| 17 | 17 | (entries/exits, RL) | 60.129619 | 2024-07-09 | 175.738869 | 0.0 | 2024-07-19 | 163.724747 | 0.0 | 722.404602 | 0.068363 | Short | Closed |
| 18 | 18 | (entries/exits, RL) | 60.202296 | 2024-07-19 | 162.845484 | 0.0 | 2024-07-31 | 172.872361 | 0.0 | 603.641024 | 0.061573 | Long | Closed |
| 19 | 19 | (entries/exits, RL) | 76.758625 | 2024-07-31 | 169.858289 | 0.0 | 2024-08-16 | 160.955166 | 0.0 | 683.391499 | 0.052415 | Short | Closed |
| 20 | 20 | (entries/exits, RL) | 67.470064 | 2024-08-16 | 161.017921 | 0.0 | 2024-09-18 | 180.247761 | 0.0 | 1297.438517 | 0.119427 | Long | Closed |
| 21 | 21 | (entries/exits, RL) | 72.002725 | 2024-09-18 | 182.700153 | 0.0 | 2024-10-23 | 194.545206 | 0.0 | -852.876066 | -0.064833 | Short | Closed |
| 22 | 22 | (entries/exits, RL) | 56.746384 | 2024-10-23 | 194.466595 | 0.0 | 2024-11-07 | 218.656438 | 0.0 | 1372.686106 | 0.124391 | Long | Closed |
| 23 | 23 | (entries/exits, RL) | 57.503212 | 2024-11-07 | 218.848852 | 0.0 | 2024-11-12 | 207.412148 | 0.0 | 657.647179 | 0.052258 | Short | Closed |
| 24 | 24 | (entries/exits, RL) | 60.610044 | 2024-11-12 | 207.324319 | 0.0 | 2024-11-20 | 200.047234 | 0.0 | -441.064466 | -0.035100 | Long | Open |
| 25 | 25 | (entries/exits stock two, SYK) | 12.132862 | 2023-01-09 | 254.433992 | 0.0 | 2023-01-18 | 246.282817 | 0.0 | 98.897079 | 0.032037 | Short | Closed |
| 26 | 26 | (entries/exits stock two, SYK) | 12.610378 | 2023-01-18 | 245.980068 | 0.0 | 2023-02-01 | 270.329417 | 0.0 | 307.054484 | 0.098989 | Long | Closed |
| 27 | 27 | (entries/exits stock two, SYK) | 14.387575 | 2023-02-01 | 272.365972 | 0.0 | 2023-05-23 | 270.830799 | 0.0 | 22.087420 | 0.005636 | Short | Closed |
| 28 | 28 | (entries/exits stock two, SYK) | 10.085839 | 2023-05-23 | 268.257258 | 0.0 | 2023-06-15 | 286.647009 | 0.0 | 185.476075 | 0.068553 | Long | Closed |
| 29 | 29 | (entries/exits stock two, SYK) | 9.545103 | 2023-06-15 | 289.557355 | 0.0 | 2023-07-19 | 289.397234 | 0.0 | 1.528371 | 0.000553 | Short | Closed |
| 30 | 30 | (entries/exits stock two, SYK) | 10.718807 | 2023-07-19 | 286.359549 | 0.0 | 2023-08-29 | 279.346571 | 0.0 | -75.170766 | -0.024490 | Long | Closed |
| 31 | 31 | (entries/exits stock two, SYK) | 10.518574 | 2023-08-29 | 280.078449 | 0.0 | 2023-09-26 | 270.736113 | 0.0 | 98.268054 | 0.033356 | Short | Closed |
| 32 | 32 | (entries/exits stock two, SYK) | 11.996120 | 2023-09-26 | 266.394470 | 0.0 | 2023-10-31 | 265.404953 | 0.0 | -11.870366 | -0.003714 | Long | Closed |
| 33 | 33 | (entries/exits stock two, SYK) | 12.141861 | 2023-10-31 | 268.313761 | 0.0 | 2023-12-08 | 283.646786 | 0.0 | -186.171463 | -0.057146 | Short | Closed |
| 34 | 34 | (entries/exits stock two, SYK) | 10.981870 | 2023-12-08 | 284.703278 | 0.0 | 2024-01-09 | 297.914400 | 0.0 | 145.082827 | 0.046403 | Long | Closed |
| 35 | 35 | (entries/exits stock two, SYK) | 12.215787 | 2024-01-09 | 307.930472 | 0.0 | 2024-03-20 | 344.555098 | 0.0 | -447.398635 | -0.118938 | Short | Closed |
| 36 | 36 | (entries/exits stock two, SYK) | 10.520910 | 2024-03-20 | 348.192786 | 0.0 | 2024-04-05 | 347.326793 | 0.0 | -9.111033 | -0.002487 | Long | Closed |
| 37 | 37 | (entries/exits stock two, SYK) | 10.474290 | 2024-04-05 | 346.281169 | 0.0 | 2024-04-19 | 322.122383 | 0.0 | 253.046137 | 0.069766 | Short | Closed |
| 38 | 38 | (entries/exits stock two, SYK) | 11.483187 | 2024-04-19 | 322.179145 | 0.0 | 2024-05-22 | 331.201724 | 0.0 | 103.607968 | 0.028005 | Long | Closed |
| 39 | 39 | (entries/exits stock two, SYK) | 10.373624 | 2024-05-22 | 331.414819 | 0.0 | 2024-05-28 | 335.466689 | 0.0 | -42.032577 | -0.012226 | Short | Closed |
| 40 | 40 | (entries/exits stock two, SYK) | 10.715698 | 2024-05-28 | 335.511287 | 0.0 | 2024-06-06 | 345.399143 | 0.0 | 105.955279 | 0.029471 | Long | Closed |
| 41 | 41 | (entries/exits stock two, SYK) | 11.985680 | 2024-06-06 | 344.397444 | 0.0 | 2024-07-09 | 333.246632 | 0.0 | 133.650057 | 0.032378 | Short | Closed |
| 42 | 42 | (entries/exits stock two, SYK) | 11.772938 | 2024-07-09 | 332.102085 | 0.0 | 2024-07-19 | 337.701501 | 0.0 | 65.921582 | 0.016861 | Long | Closed |
| 43 | 43 | (entries/exits stock two, SYK) | 12.183822 | 2024-07-19 | 337.085507 | 0.0 | 2024-07-31 | 324.654440 | 0.0 | 151.457921 | 0.036878 | Short | Closed |
| 44 | 44 | (entries/exits stock two, SYK) | 14.278421 | 2024-07-31 | 323.856379 | 0.0 | 2024-08-16 | 333.718469 | 0.0 | 140.815077 | 0.030452 | Long | Closed |
| 45 | 45 | (entries/exits stock two, SYK) | 13.897722 | 2024-08-16 | 336.862201 | 0.0 | 2024-09-18 | 357.641871 | 0.0 | -288.790084 | -0.061686 | Short | Closed |
| 46 | 46 | (entries/exits stock two, SYK) | 13.877089 | 2024-09-18 | 357.923182 | 0.0 | 2024-10-23 | 360.284217 | 0.0 | 32.764294 | 0.006596 | Long | Closed |
| 47 | 47 | (entries/exits stock two, SYK) | 12.977590 | 2024-10-23 | 360.514288 | 0.0 | 2024-11-07 | 367.013245 | 0.0 | -84.340801 | -0.018027 | Short | Closed |
| 48 | 48 | (entries/exits stock two, SYK) | 12.931176 | 2024-11-07 | 367.529663 | 0.0 | 2024-11-12 | 384.342861 | 0.0 | 217.414424 | 0.045747 | Long | Closed |
| 49 | 49 | (entries/exits stock two, SYK) | 12.982817 | 2024-11-12 | 384.428414 | 0.0 | 2024-11-20 | 383.238379 | 0.0 | 15.450009 | 0.003096 | Short | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 21230.201057 |
| Total Return [%] | 112.302011 |
| Max Gross Exposure [%] | 153.941163 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 17.421936 |
| Max Drawdown Duration | 55 days 00:00:00 |
| Profit Factor | 3.059772 |
| Expectancy | 25.779591 |
| Sharpe Ratio | 2.032597 |
| Calmar Ratio | 4.422785 |
| Omega Ratio | 1.377419 |
| Sortino Ratio | 3.248396 |
| Skew | 0.628074 |
| Kurtosis | 14.477748 |
| Tail Ratio | 1.179359 |
| Common Sense Ratio | 2.088096 |
| Value at Risk | -0.0205 |
| Alpha | 0.725327 |
| Beta | 0.326412 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, RL) | 81.032432 | 2023-05-23 | 103.812265 | 0.0 | 2023-06-15 | 114.797057 | 0.0 | -890.124352 | -0.105814 | Short | Closed |
| 1 | 1 | (entries/exits, RL) | 60.137199 | 2023-06-15 | 116.601130 | 0.0 | 2023-07-19 | 124.000449 | 0.0 | 444.974289 | 0.063458 | Long | Closed |
| 2 | 2 | (entries/exits, RL) | 79.304582 | 2023-07-19 | 122.113994 | 0.0 | 2023-08-29 | 112.985985 | 0.0 | 723.892877 | 0.074750 | Short | Closed |
| 3 | 3 | (entries/exits, RL) | 69.935298 | 2023-08-29 | 111.808197 | 0.0 | 2023-09-26 | 109.567683 | 0.0 | -156.691032 | -0.020039 | Long | Closed |
| 4 | 4 | (entries/exits, RL) | 86.550590 | 2023-09-26 | 109.346526 | 0.0 | 2023-10-31 | 109.698140 | 0.0 | -30.432397 | -0.003216 | Short | Closed |
| 5 | 5 | (entries/exits, RL) | 70.773199 | 2023-10-31 | 109.618111 | 0.0 | 2023-12-08 | 127.262352 | 0.0 | 1248.739387 | 0.160961 | Long | Closed |
| 6 | 6 | (entries/exits, RL) | 70.517655 | 2023-12-08 | 129.022051 | 0.0 | 2024-01-09 | 139.447944 | 0.0 | -735.209488 | -0.080807 | Short | Closed |
| 7 | 7 | (entries/exits, RL) | 59.064345 | 2024-01-09 | 140.788722 | 0.0 | 2024-03-20 | 182.272993 | 0.0 | 2450.241308 | 0.294656 | Long | Closed |
| 8 | 8 | (entries/exits, RL) | 61.948271 | 2024-03-20 | 183.828867 | 0.0 | 2024-04-05 | 169.224851 | 0.0 | 904.693551 | 0.079444 | Short | Closed |
| 9 | 9 | (entries/exits, RL) | 61.723705 | 2024-04-05 | 168.214756 | 0.0 | 2024-04-19 | 155.407398 | 0.0 | -790.517586 | -0.076137 | Long | Closed |
| 10 | 10 | (entries/exits, RL) | 67.740355 | 2024-04-19 | 156.015491 | 0.0 | 2024-05-22 | 161.400149 | 0.0 | -364.758683 | -0.034514 | Short | Closed |
| 11 | 11 | (entries/exits, RL) | 58.386190 | 2024-05-22 | 161.036652 | 0.0 | 2024-05-28 | 177.628924 | 0.0 | 968.759540 | 0.103034 | Long | Closed |
| 12 | 12 | (entries/exits, RL) | 59.700281 | 2024-05-28 | 177.802530 | 0.0 | 2024-06-06 | 178.680021 | 0.0 | -52.386420 | -0.004935 | Short | Closed |
| 13 | 13 | (entries/exits, RL) | 59.539633 | 2024-06-06 | 178.254225 | 0.0 | 2024-07-09 | 176.852308 | 0.0 | -83.469610 | -0.007865 | Long | Closed |
| 14 | 14 | (entries/exits, RL) | 67.930665 | 2024-07-09 | 175.726461 | 0.0 | 2024-07-19 | 163.732416 | 0.0 | 814.763424 | 0.068254 | Short | Closed |
| 15 | 15 | (entries/exits, RL) | 67.877120 | 2024-07-19 | 162.847606 | 0.0 | 2024-07-31 | 172.879485 | 0.0 | 680.935106 | 0.061603 | Long | Closed |
| 16 | 16 | (entries/exits, RL) | 86.898715 | 2024-07-31 | 169.827288 | 0.0 | 2024-08-16 | 160.955472 | 0.0 | 770.949474 | 0.052240 | Short | Closed |
| 17 | 17 | (entries/exits, RL) | 76.161974 | 2024-08-16 | 161.011914 | 0.0 | 2024-09-18 | 180.279751 | 0.0 | 1467.476470 | 0.119667 | Long | Closed |
| 18 | 18 | (entries/exits, RL) | 81.642880 | 2024-09-18 | 182.715090 | 0.0 | 2024-10-23 | 194.549240 | 0.0 | -966.174063 | -0.064768 | Short | Closed |
| 19 | 19 | (entries/exits, RL) | 64.129800 | 2024-10-23 | 194.465525 | 0.0 | 2024-11-07 | 218.690807 | 0.0 | 1553.562536 | 0.124574 | Long | Closed |
| 20 | 20 | (entries/exits, RL) | 65.191667 | 2024-11-07 | 218.845936 | 0.0 | 2024-11-12 | 207.415545 | 0.0 | 745.166244 | 0.052230 | Short | Closed |
| 21 | 21 | (entries/exits, RL) | 68.825076 | 2024-11-12 | 207.368924 | 0.0 | 2024-12-05 | 230.160272 | 0.0 | 1568.616237 | 0.109907 | Long | Closed |
| 22 | 22 | (entries/exits, RL) | 79.533151 | 2024-12-05 | 230.154566 | 0.0 | 2025-01-16 | 235.167510 | 0.0 | -398.695222 | -0.021781 | Short | Closed |
| 23 | 23 | (entries/exits, RL) | 64.441613 | 2025-01-16 | 236.328370 | 0.0 | 2025-02-06 | 270.363024 | 0.0 | 2193.247985 | 0.144014 | Long | Closed |
| 24 | 24 | (entries/exits, RL) | 74.816887 | 2025-02-06 | 270.572142 | 0.0 | 2025-03-04 | 254.412023 | 0.0 | 1209.049827 | 0.059726 | Short | Closed |
| 25 | 25 | (entries/exits, RL) | 86.284010 | 2025-03-04 | 241.819934 | 0.0 | 2025-04-17 | 207.169103 | 0.0 | -2989.812668 | -0.143292 | Long | Open |
| 26 | 26 | (entries/exits stock two, SYK) | 10.572435 | 2023-05-23 | 268.256558 | 0.0 | 2023-06-15 | 286.599112 | 0.0 | 193.925460 | 0.068377 | Long | Closed |
| 27 | 27 | (entries/exits stock two, SYK) | 9.982008 | 2023-06-15 | 289.559720 | 0.0 | 2023-07-19 | 289.396870 | 0.0 | 1.625575 | 0.000562 | Short | Closed |
| 28 | 28 | (entries/exits stock two, SYK) | 11.246006 | 2023-07-19 | 286.317170 | 0.0 | 2023-08-29 | 279.341781 | 0.0 | -78.445265 | -0.024362 | Long | Closed |
| 29 | 29 | (entries/exits stock two, SYK) | 11.006715 | 2023-08-29 | 280.077465 | 0.0 | 2023-09-26 | 270.730041 | 0.0 | 102.884432 | 0.033374 | Short | Closed |
| 30 | 30 | (entries/exits stock two, SYK) | 12.592050 | 2023-09-26 | 266.362736 | 0.0 | 2023-10-31 | 265.397395 | 0.0 | -12.155621 | -0.003624 | Long | Closed |
| 31 | 31 | (entries/exits stock two, SYK) | 12.729159 | 2023-10-31 | 268.345808 | 0.0 | 2023-12-08 | 283.651447 | 0.0 | -194.827921 | -0.057037 | Short | Closed |
| 32 | 32 | (entries/exits stock two, SYK) | 11.538625 | 2023-12-08 | 284.707800 | 0.0 | 2024-01-09 | 297.893218 | 0.0 | 152.141591 | 0.046312 | Long | Closed |
| 33 | 33 | (entries/exits stock two, SYK) | 12.832837 | 2024-01-09 | 308.019000 | 0.0 | 2024-03-20 | 344.598655 | 0.0 | -469.420745 | -0.118758 | Short | Closed |
| 34 | 34 | (entries/exits stock two, SYK) | 11.110391 | 2024-03-20 | 348.188911 | 0.0 | 2024-04-05 | 347.331498 | 0.0 | -9.526195 | -0.002462 | Long | Closed |
| 35 | 35 | (entries/exits stock two, SYK) | 11.043801 | 2024-04-05 | 346.295247 | 0.0 | 2024-04-19 | 322.149556 | 0.0 | 266.660208 | 0.069726 | Short | Closed |
| 36 | 36 | (entries/exits stock two, SYK) | 12.109769 | 2024-04-19 | 322.186015 | 0.0 | 2024-05-22 | 331.194216 | 0.0 | 109.087242 | 0.027960 | Long | Closed |
| 37 | 37 | (entries/exits stock two, SYK) | 10.912996 | 2024-05-22 | 331.413673 | 0.0 | 2024-05-28 | 335.468691 | 0.0 | -44.252395 | -0.012236 | Short | Closed |
| 38 | 38 | (entries/exits stock two, SYK) | 11.291646 | 2024-05-28 | 335.511800 | 0.0 | 2024-06-06 | 345.393707 | 0.0 | 111.583002 | 0.029453 | Long | Closed |
| 39 | 39 | (entries/exits stock two, SYK) | 12.622151 | 2024-06-06 | 344.398744 | 0.0 | 2024-07-09 | 333.252127 | 0.0 | 140.694283 | 0.032365 | Short | Closed |
| 40 | 40 | (entries/exits stock two, SYK) | 12.408487 | 2024-07-09 | 332.093979 | 0.0 | 2024-07-19 | 337.697905 | 0.0 | 69.536239 | 0.016875 | Long | Closed |
| 41 | 41 | (entries/exits stock two, SYK) | 12.837243 | 2024-07-19 | 337.087487 | 0.0 | 2024-07-31 | 324.659740 | 0.0 | 159.537999 | 0.036868 | Short | Closed |
| 42 | 42 | (entries/exits stock two, SYK) | 15.080722 | 2024-07-31 | 323.844746 | 0.0 | 2024-08-16 | 333.697642 | 0.0 | 148.588777 | 0.030425 | Long | Closed |
| 43 | 43 | (entries/exits stock two, SYK) | 14.676780 | 2024-08-16 | 336.897946 | 0.0 | 2024-09-18 | 357.642028 | 0.0 | -304.456325 | -0.061574 | Short | Closed |
| 44 | 44 | (entries/exits stock two, SYK) | 14.684225 | 2024-09-18 | 357.919544 | 0.0 | 2024-10-23 | 360.275455 | 0.0 | 34.594739 | 0.006582 | Long | Closed |
| 45 | 45 | (entries/exits stock two, SYK) | 13.698496 | 2024-10-23 | 360.521650 | 0.0 | 2024-11-07 | 367.016145 | 0.0 | -88.964819 | -0.018014 | Short | Closed |
| 46 | 46 | (entries/exits stock two, SYK) | 13.675929 | 2024-11-07 | 367.533272 | 0.0 | 2024-11-12 | 384.339884 | 0.0 | 229.846028 | 0.045728 | Long | Closed |
| 47 | 47 | (entries/exits stock two, SYK) | 15.176267 | 2024-11-12 | 384.448539 | 0.0 | 2024-12-05 | 380.240626 | 0.0 | 63.860406 | 0.010945 | Short | Closed |
| 48 | 48 | (entries/exits stock two, SYK) | 17.199914 | 2024-12-05 | 377.589853 | 0.0 | 2025-01-16 | 377.856798 | 0.0 | 4.591431 | 0.000707 | Long | Closed |
| 49 | 49 | (entries/exits stock two, SYK) | 15.911208 | 2025-01-16 | 381.059369 | 0.0 | 2025-02-06 | 394.313715 | 0.0 | -210.892656 | -0.034783 | Short | Closed |
| 50 | 50 | (entries/exits stock two, SYK) | 16.941127 | 2025-02-06 | 393.536963 | 0.0 | 2025-03-04 | 388.129428 | 0.0 | -91.609741 | -0.013741 | Long | Closed |
| 51 | 51 | (entries/exits stock two, SYK) | 20.987532 | 2025-03-04 | 381.702754 | 0.0 | 2025-04-17 | 350.312755 | 0.0 | 658.798593 | 0.082237 | Short | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 20257.15122 |
| Total Return [%] | 102.571512 |
| Max Gross Exposure [%] | 536.52067 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 29.10448 |
| Max Drawdown Duration | 132 days 00:00:00 |
| Profit Factor | 1.835126 |
| Expectancy | 20.085681 |
| Sharpe Ratio | 1.862401 |
| Calmar Ratio | 2.434707 |
| Omega Ratio | 1.344809 |
| Sortino Ratio | 2.984514 |
| Skew | 0.670382 |
| Kurtosis | 14.059531 |
| Tail Ratio | 1.173983 |
| Common Sense Ratio | 2.005877 |
| Value at Risk | -0.022751 |
| Alpha | 0.638397 |
| Beta | 0.258617 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, RL) | 72.274938 | 2023-10-25 | 110.675543 | 0.0 | 2023-10-31 | 109.327817 | 0.0 | 97.406830 | 0.012177 | Short | Closed |
| 1 | 1 | (entries/exits, RL) | 71.646655 | 2023-10-31 | 109.602337 | 0.0 | 2023-12-08 | 127.308829 | 0.0 | 1268.610931 | 0.161552 | Long | Closed |
| 2 | 2 | (entries/exits, RL) | 71.851187 | 2023-12-08 | 129.032072 | 0.0 | 2024-01-09 | 139.442779 | 0.0 | -748.021651 | -0.080683 | Short | Closed |
| 3 | 3 | (entries/exits, RL) | 59.809900 | 2024-01-09 | 140.734389 | 0.0 | 2024-03-20 | 182.485576 | 0.0 | 2497.134319 | 0.296667 | Long | Closed |
| 4 | 4 | (entries/exits, RL) | 63.534925 | 2024-03-20 | 183.805800 | 0.0 | 2024-04-05 | 169.234915 | 0.0 | 925.760108 | 0.079273 | Short | Closed |
| 5 | 5 | (entries/exits, RL) | 63.072577 | 2024-04-05 | 168.240878 | 0.0 | 2024-04-19 | 155.407389 | 0.0 | -809.441258 | -0.076280 | Long | Closed |
| 6 | 6 | (entries/exits, RL) | 69.297873 | 2024-04-19 | 156.021802 | 0.0 | 2024-05-22 | 161.406171 | 0.0 | -373.125295 | -0.034510 | Short | Closed |
| 7 | 7 | (entries/exits, RL) | 59.590403 | 2024-05-22 | 161.036652 | 0.0 | 2024-05-28 | 177.637055 | 0.0 | 989.224755 | 0.103085 | Long | Closed |
| 8 | 8 | (entries/exits, RL) | 61.070907 | 2024-05-28 | 177.803284 | 0.0 | 2024-06-06 | 178.682582 | 0.0 | -53.699489 | -0.004945 | Short | Closed |
| 9 | 9 | (entries/exits, RL) | 60.660078 | 2024-06-06 | 178.267763 | 0.0 | 2024-07-09 | 176.853033 | 0.0 | -85.817625 | -0.007936 | Long | Closed |
| 10 | 10 | (entries/exits, RL) | 69.502836 | 2024-07-09 | 175.711350 | 0.0 | 2024-07-19 | 163.741762 | 0.0 | 831.920281 | 0.068121 | Short | Closed |
| 11 | 11 | (entries/exits, RL) | 69.278759 | 2024-07-19 | 162.850203 | 0.0 | 2024-07-31 | 172.888202 | 0.0 | 695.420104 | 0.061639 | Long | Closed |
| 12 | 12 | (entries/exits, RL) | 89.137018 | 2024-07-31 | 169.789568 | 0.0 | 2024-08-16 | 160.955845 | 0.0 | 787.411702 | 0.052027 | Short | Closed |
| 13 | 13 | (entries/exits, RL) | 77.847126 | 2024-08-16 | 161.004529 | 0.0 | 2024-09-18 | 180.318996 | 0.0 | 1503.575739 | 0.119962 | Long | Closed |
| 14 | 14 | (entries/exits, RL) | 83.906312 | 2024-09-18 | 182.733227 | 0.0 | 2024-10-23 | 194.554126 | 0.0 | -991.848035 | -0.064689 | Short | Closed |
| 15 | 15 | (entries/exits, RL) | 65.639906 | 2024-10-23 | 194.464213 | 0.0 | 2024-11-07 | 218.732902 | 0.0 | 1592.994475 | 0.124798 | Long | Closed |
| 16 | 16 | (entries/exits, RL) | 66.986015 | 2024-11-07 | 218.842378 | 0.0 | 2024-11-12 | 207.419694 | 0.0 | 765.160136 | 0.052196 | Short | Closed |
| 17 | 17 | (entries/exits, RL) | 70.623960 | 2024-11-12 | 207.370108 | 0.0 | 2024-12-05 | 230.196286 | 0.0 | 1612.075106 | 0.110075 | Long | Closed |
| 18 | 18 | (entries/exits, RL) | 81.987652 | 2024-12-05 | 230.137394 | 0.0 | 2025-01-16 | 235.160805 | 0.0 | -411.857674 | -0.021828 | Short | Closed |
| 19 | 19 | (entries/exits, RL) | 66.192608 | 2025-01-16 | 236.312033 | 0.0 | 2025-02-06 | 270.416246 | 0.0 | 2257.446854 | 0.144319 | Long | Closed |
| 20 | 20 | (entries/exits, RL) | 77.274472 | 2025-02-06 | 270.568594 | 0.0 | 2025-03-04 | 254.432290 | 0.0 | 1246.924337 | 0.059638 | Short | Closed |
| 21 | 21 | (entries/exits, RL) | 87.908791 | 2025-03-04 | 242.309874 | 0.0 | 2025-04-21 | 204.937865 | 0.0 | -3285.328142 | -0.154232 | Long | Closed |
| 22 | 22 | (entries/exits, RL) | 89.802316 | 2025-04-21 | 211.910881 | 0.0 | 2025-06-13 | 254.243546 | 0.0 | -3801.571339 | -0.199766 | Short | Closed |
| 23 | 23 | (entries/exits, RL) | 52.602271 | 2025-06-13 | 259.445782 | 0.0 | 2025-07-07 | 285.243813 | 0.0 | 1357.035051 | 0.099435 | Long | Closed |
| 24 | 24 | (entries/exits, RL) | 65.470976 | 2025-07-07 | 286.519807 | 0.0 | 2025-08-19 | 288.440741 | 0.0 | -125.765436 | -0.006704 | Short | Closed |
| 25 | 25 | (entries/exits, RL) | 50.043844 | 2025-08-19 | 285.352054 | 0.0 | 2025-09-03 | 312.983966 | 0.0 | 1382.807102 | 0.096834 | Long | Closed |
| 26 | 26 | (entries/exits, RL) | 51.817108 | 2025-09-03 | 313.229039 | 0.0 | 2025-09-11 | 316.392309 | 0.0 | -163.911481 | -0.010099 | Short | Open |
| 27 | 27 | (entries/exits stock two, SYK) | 10.098442 | 2023-10-25 | 254.902801 | 0.0 | 2023-10-31 | 265.721016 | 0.0 | 109.247116 | 0.042441 | Long | Closed |
| 28 | 28 | (entries/exits stock two, SYK) | 11.849441 | 2023-10-31 | 268.384937 | 0.0 | 2023-12-08 | 283.657114 | 0.0 | -180.966770 | -0.056904 | Short | Closed |
| 29 | 29 | (entries/exits stock two, SYK) | 10.770212 | 2023-12-08 | 284.713287 | 0.0 | 2024-01-09 | 297.867448 | 0.0 | 141.673102 | 0.046201 | Long | Closed |
| 30 | 30 | (entries/exits stock two, SYK) | 11.975809 | 2024-01-09 | 308.127078 | 0.0 | 2024-03-20 | 344.651634 | 0.0 | -437.411100 | -0.118537 | Short | Closed |
| 31 | 31 | (entries/exits stock two, SYK) | 10.434773 | 2024-03-20 | 348.184191 | 0.0 | 2024-04-05 | 347.337229 | 0.0 | -8.837856 | -0.002433 | Long | Closed |
| 32 | 32 | (entries/exits stock two, SYK) | 10.352384 | 2024-04-05 | 346.312422 | 0.0 | 2024-04-19 | 322.182783 | 0.0 | 249.799294 | 0.069676 | Short | Closed |
| 33 | 33 | (entries/exits stock two, SYK) | 11.354011 | 2024-04-19 | 322.194356 | 0.0 | 2024-05-22 | 331.185082 | 0.0 | 102.080800 | 0.027905 | Long | Closed |
| 34 | 34 | (entries/exits stock two, SYK) | 10.201515 | 2024-05-22 | 331.412273 | 0.0 | 2024-05-28 | 335.471139 | 0.0 | -41.406574 | -0.012247 | Short | Closed |
| 35 | 35 | (entries/exits stock two, SYK) | 10.576971 | 2024-05-28 | 335.512427 | 0.0 | 2024-06-06 | 345.387072 | 0.0 | 104.443827 | 0.029432 | Long | Closed |
| 36 | 36 | (entries/exits stock two, SYK) | 11.814404 | 2024-06-06 | 344.400339 | 0.0 | 2024-07-09 | 333.258843 | 0.0 | 131.630143 | 0.032350 | Short | Closed |
| 37 | 37 | (entries/exits stock two, SYK) | 11.626228 | 2024-07-09 | 332.084115 | 0.0 | 2024-07-19 | 337.693521 | 0.0 | 65.216237 | 0.016892 | Long | Closed |
| 38 | 38 | (entries/exits stock two, SYK) | 12.023017 | 2024-07-19 | 337.089918 | 0.0 | 2024-07-31 | 324.666214 | 0.0 | 149.370397 | 0.036856 | Short | Closed |
| 39 | 39 | (entries/exits stock two, SYK) | 14.166069 | 2024-07-31 | 323.830585 | 0.0 | 2024-08-16 | 333.672252 | 0.0 | 139.417736 | 0.030391 | Long | Closed |
| 40 | 40 | (entries/exits stock two, SYK) | 13.784517 | 2024-08-16 | 336.941581 | 0.0 | 2024-09-18 | 357.642212 | 0.0 | -285.348192 | -0.061437 | Short | Closed |
| 41 | 41 | (entries/exits stock two, SYK) | 13.824987 | 2024-09-18 | 357.915110 | 0.0 | 2024-10-23 | 360.264794 | 0.0 | 32.484340 | 0.006565 | Long | Closed |
| 42 | 42 | (entries/exits stock two, SYK) | 12.858105 | 2024-10-23 | 360.530652 | 0.0 | 2024-11-07 | 367.019688 | 0.0 | -83.436697 | -0.017999 | Short | Closed |
| 43 | 43 | (entries/exits stock two, SYK) | 12.867267 | 2024-11-07 | 367.537676 | 0.0 | 2024-11-12 | 384.336249 | 0.0 | 216.151721 | 0.045706 | Long | Closed |
| 44 | 44 | (entries/exits stock two, SYK) | 14.301690 | 2024-11-12 | 384.453251 | 0.0 | 2024-12-05 | 380.239466 | 0.0 | 60.264240 | 0.010960 | Short | Closed |
| 45 | 45 | (entries/exits stock two, SYK) | 16.257011 | 2024-12-05 | 377.543312 | 0.0 | 2025-01-16 | 377.809980 | 0.0 | 4.335220 | 0.000706 | Long | Closed |
| 46 | 46 | (entries/exits stock two, SYK) | 14.997619 | 2025-01-16 | 381.069908 | 0.0 | 2025-02-06 | 394.310627 | 0.0 | -198.579252 | -0.034746 | Short | Closed |
| 47 | 47 | (entries/exits stock two, SYK) | 16.033051 | 2025-02-06 | 393.520791 | 0.0 | 2025-03-04 | 388.128151 | 0.0 | -86.460475 | -0.013704 | Long | Closed |
| 48 | 48 | (entries/exits stock two, SYK) | 19.864681 | 2025-03-04 | 381.719703 | 0.0 | 2025-04-21 | 344.985397 | 0.0 | 729.715274 | 0.096234 | Short | Closed |
| 49 | 49 | (entries/exits stock two, SYK) | 17.542314 | 2025-04-21 | 342.934642 | 0.0 | 2025-06-13 | 375.788021 | 0.0 | 576.324314 | 0.095801 | Long | Closed |
| 50 | 50 | (entries/exits stock two, SYK) | 12.911473 | 2025-06-13 | 376.871759 | 0.0 | 2025-07-07 | 392.148895 | 0.0 | -197.250334 | -0.040537 | Short | Closed |
| 51 | 51 | (entries/exits stock two, SYK) | 14.913229 | 2025-07-07 | 390.796775 | 0.0 | 2025-08-19 | 389.711833 | 0.0 | -16.179979 | -0.002776 | Long | Closed |
| 52 | 52 | (entries/exits stock two, SYK) | 13.626625 | 2025-08-19 | 389.889533 | 0.0 | 2025-09-03 | 388.741674 | 0.0 | 15.641439 | 0.002944 | Short | Closed |
| 53 | 53 | (entries/exits stock two, SYK) | 13.806040 | 2025-09-03 | 388.604486 | 0.0 | 2025-09-11 | 388.945846 | 0.0 | 4.712843 | 0.000878 | Long | Open |
| group | |
|---|---|
| Start | 2022-12-22 00:00:00 |
| End | 2024-11-20 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 15808.400786 |
| Total Return [%] | 58.084008 |
| Max Gross Exposure [%] | 200.076206 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 8.008144 |
| Max Drawdown Duration | 107 days 00:00:00 |
| Profit Factor | 2.382229 |
| Expectancy | 11.169047 |
| Sharpe Ratio | 1.958698 |
| Calmar Ratio | 5.189014 |
| Omega Ratio | 1.317169 |
| Sortino Ratio | 3.033001 |
| Skew | 0.001394 |
| Kurtosis | 2.069996 |
| Tail Ratio | 1.14257 |
| Common Sense Ratio | 1.617358 |
| Value at Risk | -0.014819 |
| Alpha | 0.437774 |
| Beta | 0.004859 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, TXN) | 44.525142 | 2023-01-03 | 150.400445 | 0.0 | 2023-01-06 | 161.298696 | 0.0 | 485.246176 | 0.072462 | Long | Closed |
| 1 | 1 | (entries/exits, TXN) | 52.144298 | 2023-01-06 | 161.665803 | 0.0 | 2023-02-17 | 163.218523 | 0.0 | -80.965493 | -0.009605 | Short | Closed |
| 2 | 2 | (entries/exits, TXN) | 43.725239 | 2023-02-17 | 162.463486 | 0.0 | 2023-03-08 | 163.430121 | 0.0 | 42.266361 | 0.005950 | Long | Closed |
| 3 | 3 | (entries/exits, TXN) | 49.289693 | 2023-03-08 | 163.646483 | 0.0 | 2023-04-12 | 165.010471 | 0.0 | -67.230571 | -0.008335 | Short | Closed |
| 4 | 4 | (entries/exits, TXN) | 45.574691 | 2023-04-12 | 163.954214 | 0.0 | 2023-05-22 | 159.514395 | 0.0 | -202.343354 | -0.027080 | Long | Closed |
| 5 | 5 | (entries/exits, TXN) | 50.017815 | 2023-05-22 | 159.923432 | 0.0 | 2023-06-21 | 159.989504 | 0.0 | -3.304736 | -0.000413 | Short | Closed |
| 6 | 6 | (entries/exits, TXN) | 44.554224 | 2023-06-21 | 159.373965 | 0.0 | 2023-07-03 | 167.976300 | 0.0 | 383.270360 | 0.053976 | Long | Closed |
| 7 | 7 | (entries/exits, TXN) | 48.369601 | 2023-07-03 | 167.911796 | 0.0 | 2023-07-26 | 165.481443 | 0.0 | 117.555210 | 0.014474 | Short | Closed |
| 8 | 8 | (entries/exits, TXN) | 48.843697 | 2023-07-26 | 164.115397 | 0.0 | 2023-08-23 | 159.935365 | 0.0 | -204.168204 | -0.025470 | Long | Closed |
| 9 | 9 | (entries/exits, TXN) | 57.392237 | 2023-08-23 | 158.933008 | 0.0 | 2023-10-03 | 149.099301 | 0.0 | 564.378442 | 0.061873 | Short | Closed |
| 10 | 10 | (entries/exits, TXN) | 57.222270 | 2023-10-03 | 147.258965 | 0.0 | 2023-11-20 | 146.960953 | 0.0 | -17.052928 | -0.002024 | Long | Closed |
| 11 | 11 | (entries/exits, TXN) | 51.994701 | 2023-11-20 | 147.691852 | 0.0 | 2023-11-30 | 145.096831 | 0.0 | 134.927307 | 0.017571 | Short | Closed |
| 12 | 12 | (entries/exits, TXN) | 52.389371 | 2023-11-30 | 145.128781 | 0.0 | 2023-12-14 | 160.045047 | 0.0 | 781.453779 | 0.102780 | Long | Closed |
| 13 | 13 | (entries/exits, TXN) | 56.301263 | 2023-12-14 | 160.103499 | 0.0 | 2024-01-12 | 156.982325 | 0.0 | 175.725996 | 0.019495 | Short | Closed |
| 14 | 14 | (entries/exits, TXN) | 52.206995 | 2024-01-12 | 156.627481 | 0.0 | 2024-01-19 | 164.898276 | 0.0 | 431.793305 | 0.052806 | Long | Closed |
| 15 | 15 | (entries/exits, TXN) | 54.381213 | 2024-01-19 | 164.708656 | 0.0 | 2024-01-26 | 155.969872 | 0.0 | 475.225692 | 0.053056 | Short | Closed |
| 16 | 16 | (entries/exits, TXN) | 58.272026 | 2024-01-26 | 155.780941 | 0.0 | 2024-03-01 | 162.974469 | 0.0 | 419.181480 | 0.046177 | Long | Closed |
| 17 | 17 | (entries/exits, TXN) | 64.162439 | 2024-03-01 | 163.609234 | 0.0 | 2024-04-05 | 161.252903 | 0.0 | 151.187984 | 0.014402 | Short | Closed |
| 18 | 18 | (entries/exits, TXN) | 56.423022 | 2024-04-05 | 160.333473 | 0.0 | 2024-04-29 | 171.161651 | 0.0 | 610.958521 | 0.067535 | Long | Closed |
| 19 | 19 | (entries/exits, TXN) | 60.735642 | 2024-04-29 | 173.304377 | 0.0 | 2024-06-20 | 185.679672 | 0.0 | -751.621497 | -0.071408 | Short | Closed |
| 20 | 20 | (entries/exits, TXN) | 47.138093 | 2024-06-20 | 185.931897 | 0.0 | 2024-06-28 | 187.631938 | 0.0 | 80.136669 | 0.009143 | Long | Closed |
| 21 | 21 | (entries/exits, TXN) | 52.021455 | 2024-06-28 | 188.149239 | 0.0 | 2024-07-23 | 192.043988 | 0.0 | -202.610491 | -0.020700 | Short | Closed |
| 22 | 22 | (entries/exits, TXN) | 47.358132 | 2024-07-23 | 191.307679 | 0.0 | 2024-07-31 | 197.804891 | 0.0 | 307.695848 | 0.033962 | Long | Closed |
| 23 | 23 | (entries/exits, TXN) | 50.308438 | 2024-07-31 | 197.024225 | 0.0 | 2024-08-02 | 181.987595 | 0.0 | 756.469404 | 0.076319 | Short | Closed |
| 24 | 24 | (entries/exits, TXN) | 54.456664 | 2024-08-02 | 181.877648 | 0.0 | 2024-08-15 | 195.586682 | 0.0 | 746.548298 | 0.075375 | Long | Closed |
| 25 | 25 | (entries/exits, TXN) | 62.022509 | 2024-08-15 | 196.090087 | 0.0 | 2024-09-12 | 192.415267 | 0.0 | 227.921561 | 0.018740 | Short | Closed |
| 26 | 26 | (entries/exits, TXN) | 57.540236 | 2024-09-12 | 190.582614 | 0.0 | 2024-10-24 | 200.409381 | 0.0 | 565.434477 | 0.051562 | Long | Closed |
| 27 | 27 | (entries/exits, TXN) | 67.015677 | 2024-10-24 | 200.518295 | 0.0 | 2024-11-20 | 196.301870 | 0.0 | 282.566559 | 0.021028 | Short | Open |
| 28 | 28 | (entries/exits stock two, XYL) | 33.529830 | 2023-01-03 | 107.071857 | 0.0 | 2023-01-06 | 107.663170 | 0.0 | -19.826619 | -0.005523 | Short | Closed |
| 29 | 29 | (entries/exits stock two, XYL) | 40.983381 | 2023-01-06 | 106.738770 | 0.0 | 2023-02-17 | 103.883707 | 0.0 | -117.010128 | -0.026748 | Long | Closed |
| 30 | 30 | (entries/exits stock two, XYL) | 36.347936 | 2023-02-17 | 103.476035 | 0.0 | 2023-03-08 | 98.819777 | 0.0 | 169.245391 | 0.044998 | Short | Closed |
| 31 | 31 | (entries/exits stock two, XYL) | 42.000333 | 2023-03-08 | 98.376661 | 0.0 | 2023-04-12 | 99.937951 | 0.0 | 65.574672 | 0.015871 | Long | Closed |
| 32 | 32 | (entries/exits stock two, XYL) | 38.776562 | 2023-04-12 | 100.536538 | 0.0 | 2023-05-22 | 101.356592 | 0.0 | -31.798887 | -0.008157 | Short | Closed |
| 33 | 33 | (entries/exits stock two, XYL) | 36.712697 | 2023-05-22 | 101.301166 | 0.0 | 2023-06-21 | 109.602479 | 0.0 | 304.763595 | 0.081947 | Long | Closed |
| 34 | 34 | (entries/exits stock two, XYL) | 34.268778 | 2023-06-21 | 110.457430 | 0.0 | 2023-07-03 | 108.901769 | 0.0 | 53.310627 | 0.014084 | Short | Closed |
| 35 | 35 | (entries/exits stock two, XYL) | 36.213163 | 2023-07-03 | 108.803666 | 0.0 | 2023-07-26 | 110.705096 | 0.0 | 68.856792 | 0.017476 | Long | Closed |
| 36 | 36 | (entries/exits stock two, XYL) | 41.344614 | 2023-07-26 | 109.489154 | 0.0 | 2023-08-23 | 98.250416 | 0.0 | 464.661265 | 0.102647 | Short | Closed |
| 37 | 37 | (entries/exits stock two, XYL) | 47.924476 | 2023-08-23 | 97.069884 | 0.0 | 2023-10-03 | 88.637371 | 0.0 | -404.123746 | -0.086871 | Long | Closed |
| 38 | 38 | (entries/exits stock two, XYL) | 50.425958 | 2023-10-03 | 88.374053 | 0.0 | 2023-11-20 | 96.676120 | 0.0 | -418.639707 | -0.093942 | Short | Closed |
| 39 | 39 | (entries/exits stock two, XYL) | 38.998787 | 2023-11-20 | 98.244221 | 0.0 | 2023-11-30 | 102.997164 | 0.0 | 185.358980 | 0.048379 | Long | Closed |
| 40 | 40 | (entries/exits stock two, XYL) | 38.693086 | 2023-11-30 | 103.067820 | 0.0 | 2023-12-14 | 108.598833 | 0.0 | -214.011981 | -0.053664 | Short | Closed |
| 41 | 41 | (entries/exits stock two, XYL) | 40.997426 | 2023-12-14 | 108.769835 | 0.0 | 2024-01-12 | 109.584042 | 0.0 | 33.380365 | 0.007486 | Long | Closed |
| 42 | 42 | (entries/exits stock two, XYL) | 38.587477 | 2024-01-12 | 109.491399 | 0.0 | 2024-01-19 | 109.650322 | 0.0 | -6.132423 | -0.001451 | Short | Closed |
| 43 | 43 | (entries/exits stock two, XYL) | 40.509315 | 2024-01-19 | 109.649834 | 0.0 | 2024-01-26 | 110.174105 | 0.0 | 21.237858 | 0.004781 | Long | Closed |
| 44 | 44 | (entries/exits stock two, XYL) | 43.538250 | 2024-01-26 | 110.703868 | 0.0 | 2024-03-01 | 124.237818 | 0.0 | -589.244541 | -0.122254 | Short | Closed |
| 45 | 45 | (entries/exits stock two, XYL) | 39.444688 | 2024-03-01 | 125.734467 | 0.0 | 2024-04-05 | 126.121513 | 0.0 | 15.266882 | 0.003078 | Long | Closed |
| 46 | 46 | (entries/exits stock two, XYL) | 38.387440 | 2024-04-05 | 126.147808 | 0.0 | 2024-04-29 | 130.034233 | 0.0 | -149.189906 | -0.030809 | Short | Closed |
| 47 | 47 | (entries/exits stock two, XYL) | 41.203034 | 2024-04-29 | 131.122735 | 0.0 | 2024-06-20 | 137.505601 | 0.0 | 262.993438 | 0.048679 | Long | Closed |
| 48 | 48 | (entries/exits stock two, XYL) | 33.636152 | 2024-06-20 | 137.175058 | 0.0 | 2024-06-28 | 133.683402 | 0.0 | 117.445888 | 0.025454 | Short | Closed |
| 49 | 49 | (entries/exits stock two, XYL) | 36.529472 | 2024-06-28 | 133.698076 | 0.0 | 2024-07-23 | 138.305315 | 0.0 | 168.300001 | 0.034460 | Long | Closed |
| 50 | 50 | (entries/exits stock two, XYL) | 36.431464 | 2024-07-23 | 138.056339 | 0.0 | 2024-07-31 | 131.783375 | 0.0 | 228.533265 | 0.045438 | Short | Closed |
| 51 | 51 | (entries/exits stock two, XYL) | 37.000568 | 2024-07-31 | 131.571952 | 0.0 | 2024-08-02 | 128.275833 | 0.0 | -121.958282 | -0.025052 | Long | Closed |
| 52 | 52 | (entries/exits stock two, XYL) | 40.518424 | 2024-08-02 | 128.124074 | 0.0 | 2024-08-15 | 131.175029 | 0.0 | -123.619876 | -0.023813 | Short | Closed |
| 53 | 53 | (entries/exits stock two, XYL) | 44.776371 | 2024-08-15 | 131.032764 | 0.0 | 2024-09-12 | 129.840204 | 0.0 | -53.398534 | -0.009101 | Long | Closed |
| 54 | 54 | (entries/exits stock two, XYL) | 46.064429 | 2024-09-12 | 129.758719 | 0.0 | 2024-10-24 | 129.645817 | 0.0 | 5.200783 | 0.000870 | Short | Closed |
| 55 | 55 | (entries/exits stock two, XYL) | 49.118643 | 2024-10-24 | 127.958273 | 0.0 | 2024-11-20 | 121.495950 | 0.0 | -317.420541 | -0.050503 | Long | Open |
| group | |
|---|---|
| Start | 2023-05-18 00:00:00 |
| End | 2025-04-17 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 17590.468467 |
| Total Return [%] | 75.904685 |
| Max Gross Exposure [%] | 184.783225 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 8.946065 |
| Max Drawdown Duration | 61 days 00:00:00 |
| Profit Factor | 2.662281 |
| Expectancy | 16.903937 |
| Sharpe Ratio | 1.989545 |
| Calmar Ratio | 5.98095 |
| Omega Ratio | 1.342704 |
| Sortino Ratio | 3.268847 |
| Skew | 0.834714 |
| Kurtosis | 6.555858 |
| Tail Ratio | 1.21134 |
| Common Sense Ratio | 1.859479 |
| Value at Risk | -0.016371 |
| Alpha | 0.511994 |
| Beta | 0.186869 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, TXN) | 50.311907 | 2023-05-22 | 159.918565 | 0.0 | 2023-06-21 | 160.002264 | 0.0 | -4.211060 | -0.000523 | Short | Closed |
| 1 | 1 | (entries/exits, TXN) | 44.656047 | 2023-06-21 | 159.374693 | 0.0 | 2023-07-03 | 167.981245 | 0.0 | 384.334574 | 0.054002 | Long | Closed |
| 2 | 2 | (entries/exits, TXN) | 48.632307 | 2023-07-03 | 167.908418 | 0.0 | 2023-07-26 | 165.493185 | 0.0 | 117.458356 | 0.014384 | Short | Closed |
| 3 | 3 | (entries/exits, TXN) | 48.802780 | 2023-07-26 | 164.139194 | 0.0 | 2023-08-23 | 159.933256 | 0.0 | -205.261452 | -0.025624 | Long | Closed |
| 4 | 4 | (entries/exits, TXN) | 57.665604 | 2023-08-23 | 158.912009 | 0.0 | 2023-10-03 | 149.102258 | 0.0 | 565.685235 | 0.061731 | Short | Closed |
| 5 | 5 | (entries/exits, TXN) | 57.162874 | 2023-10-03 | 147.300836 | 0.0 | 2023-11-20 | 147.004822 | 0.0 | -16.921017 | -0.002010 | Long | Closed |
| 6 | 6 | (entries/exits, TXN) | 52.353008 | 2023-11-20 | 147.691554 | 0.0 | 2023-11-30 | 145.097250 | 0.0 | 135.819640 | 0.017566 | Short | Closed |
| 7 | 7 | (entries/exits, TXN) | 52.703975 | 2023-11-30 | 145.126829 | 0.0 | 2023-12-14 | 160.063096 | 0.0 | 787.200667 | 0.102919 | Long | Closed |
| 8 | 8 | (entries/exits, TXN) | 56.948546 | 2023-12-14 | 160.099379 | 0.0 | 2024-01-12 | 156.989082 | 0.0 | 177.126917 | 0.019427 | Short | Closed |
| 9 | 9 | (entries/exits, TXN) | 52.668728 | 2024-01-12 | 156.628640 | 0.0 | 2024-01-19 | 164.903555 | 0.0 | 435.829250 | 0.052831 | Long | Closed |
| 10 | 10 | (entries/exits, TXN) | 55.002273 | 2024-01-19 | 164.705688 | 0.0 | 2024-01-26 | 155.973572 | 0.0 | 480.286191 | 0.053016 | Short | Closed |
| 11 | 11 | (entries/exits, TXN) | 58.801589 | 2024-01-26 | 155.787758 | 0.0 | 2024-03-01 | 163.019668 | 0.0 | 425.247778 | 0.046422 | Long | Closed |
| 12 | 12 | (entries/exits, TXN) | 65.301157 | 2024-03-01 | 163.606762 | 0.0 | 2024-04-05 | 161.262264 | 0.0 | 153.098468 | 0.014330 | Short | Closed |
| 13 | 13 | (entries/exits, TXN) | 57.166305 | 2024-04-05 | 160.337336 | 0.0 | 2024-04-29 | 171.191291 | 0.0 | 620.480506 | 0.067694 | Long | Closed |
| 14 | 14 | (entries/exits, TXN) | 61.903333 | 2024-04-29 | 173.332021 | 0.0 | 2024-06-20 | 185.668572 | 0.0 | -763.673630 | -0.071173 | Short | Closed |
| 15 | 15 | (entries/exits, TXN) | 47.802901 | 2024-06-20 | 185.931361 | 0.0 | 2024-06-28 | 187.631811 | 0.0 | 81.286484 | 0.009146 | Long | Closed |
| 16 | 16 | (entries/exits, TXN) | 52.823198 | 2024-06-28 | 188.155654 | 0.0 | 2024-07-23 | 192.061366 | 0.0 | -206.312211 | -0.020758 | Short | Closed |
| 17 | 17 | (entries/exits, TXN) | 47.894890 | 2024-07-23 | 191.304828 | 0.0 | 2024-07-31 | 197.808021 | 0.0 | 311.469726 | 0.033994 | Long | Closed |
| 18 | 18 | (entries/exits, TXN) | 51.003295 | 2024-07-31 | 197.014905 | 0.0 | 2024-08-02 | 181.987595 | 0.0 | 766.442365 | 0.076275 | Short | Closed |
| 19 | 19 | (entries/exits, TXN) | 55.152576 | 2024-08-02 | 181.883815 | 0.0 | 2024-08-15 | 195.612027 | 0.0 | 757.146221 | 0.075478 | Long | Closed |
| 20 | 20 | (entries/exits, TXN) | 63.259859 | 2024-08-15 | 196.089934 | 0.0 | 2024-09-12 | 192.441538 | 0.0 | 230.796988 | 0.018606 | Short | Closed |
| 21 | 21 | (entries/exits, TXN) | 58.282842 | 2024-09-12 | 190.565850 | 0.0 | 2024-10-24 | 200.418390 | 0.0 | 574.234045 | 0.051701 | Long | Closed |
| 22 | 22 | (entries/exits, TXN) | 68.484505 | 2024-10-24 | 200.515635 | 0.0 | 2024-11-21 | 196.334048 | 0.0 | 286.373894 | 0.020854 | Short | Closed |
| 23 | 23 | (entries/exits, TXN) | 60.369852 | 2024-11-21 | 193.101519 | 0.0 | 2025-01-06 | 187.937417 | 0.0 | -311.756013 | -0.026743 | Long | Closed |
| 24 | 24 | (entries/exits, TXN) | 63.223374 | 2025-01-06 | 187.380116 | 0.0 | 2025-01-24 | 182.790650 | 0.0 | 290.161545 | 0.024493 | Short | Closed |
| 25 | 25 | (entries/exits, TXN) | 63.079649 | 2025-01-24 | 181.151592 | 0.0 | 2025-02-20 | 199.442244 | 0.0 | 1153.767959 | 0.100969 | Long | Closed |
| 26 | 26 | (entries/exits, TXN) | 85.459043 | 2025-02-20 | 194.500644 | 0.0 | 2025-04-03 | 165.192300 | 0.0 | 2504.662989 | 0.150685 | Short | Closed |
| 27 | 27 | (entries/exits, TXN) | 88.842952 | 2025-04-03 | 160.150697 | 0.0 | 2025-04-17 | 147.430253 | 0.0 | -1130.121741 | -0.079428 | Long | Open |
| 28 | 28 | (entries/exits stock two, XYL) | 33.837599 | 2023-05-22 | 101.301689 | 0.0 | 2023-06-21 | 109.575668 | 0.0 | 279.971584 | 0.081677 | Long | Closed |
| 29 | 29 | (entries/exits stock two, XYL) | 31.494036 | 2023-06-21 | 110.456420 | 0.0 | 2023-07-03 | 108.900878 | 0.0 | 48.990268 | 0.014083 | Short | Closed |
| 30 | 30 | (entries/exits stock two, XYL) | 33.333021 | 2023-07-03 | 108.800885 | 0.0 | 2023-07-26 | 110.700949 | 0.0 | 63.334889 | 0.017464 | Long | Closed |
| 31 | 31 | (entries/exits stock two, XYL) | 37.869129 | 2023-07-26 | 109.516225 | 0.0 | 2023-08-23 | 98.255998 | 0.0 | 426.414962 | 0.102818 | Short | Closed |
| 32 | 32 | (entries/exits stock two, XYL) | 44.141928 | 2023-08-23 | 97.047296 | 0.0 | 2023-10-03 | 88.651939 | 0.0 | -370.587232 | -0.086508 | Long | Closed |
| 33 | 33 | (entries/exits stock two, XYL) | 46.217544 | 2023-10-03 | 88.382471 | 0.0 | 2023-11-20 | 96.699068 | 0.0 | -384.372678 | -0.094098 | Short | Closed |
| 34 | 34 | (entries/exits stock two, XYL) | 35.944951 | 2023-11-20 | 98.244846 | 0.0 | 2023-11-30 | 102.995754 | 0.0 | 170.771135 | 0.048358 | Long | Closed |
| 35 | 35 | (entries/exits stock two, XYL) | 35.669056 | 2023-11-30 | 103.070990 | 0.0 | 2023-12-14 | 108.601971 | 0.0 | -197.284880 | -0.053662 | Short | Closed |
| 36 | 36 | (entries/exits stock two, XYL) | 37.958032 | 2023-12-14 | 108.770876 | 0.0 | 2024-01-12 | 109.585923 | 0.0 | 30.937571 | 0.007493 | Long | Closed |
| 37 | 37 | (entries/exits stock two, XYL) | 35.627051 | 2024-01-12 | 109.492378 | 0.0 | 2024-01-19 | 109.650706 | 0.0 | -5.640770 | -0.001446 | Short | Closed |
| 38 | 38 | (entries/exits stock two, XYL) | 37.497665 | 2024-01-19 | 109.649789 | 0.0 | 2024-01-26 | 110.174476 | 0.0 | 19.674555 | 0.004785 | Long | Closed |
| 39 | 39 | (entries/exits stock two, XYL) | 40.324392 | 2024-01-26 | 110.718687 | 0.0 | 2024-03-01 | 124.253866 | 0.0 | -545.797870 | -0.122248 | Short | Closed |
| 40 | 40 | (entries/exits stock two, XYL) | 36.766540 | 2024-03-01 | 125.733569 | 0.0 | 2024-04-05 | 126.122266 | 0.0 | 14.291037 | 0.003091 | Long | Closed |
| 41 | 41 | (entries/exits stock two, XYL) | 35.749724 | 2024-04-05 | 126.152034 | 0.0 | 2024-04-29 | 130.029574 | 0.0 | -138.620994 | -0.030737 | Short | Closed |
| 42 | 42 | (entries/exits stock two, XYL) | 38.508021 | 2024-04-29 | 131.140012 | 0.0 | 2024-06-20 | 137.511582 | 0.0 | 245.356552 | 0.048586 | Long | Closed |
| 43 | 43 | (entries/exits stock two, XYL) | 31.230093 | 2024-06-20 | 137.175981 | 0.0 | 2024-06-28 | 133.683909 | 0.0 | 109.057716 | 0.025457 | Short | Closed |
| 44 | 44 | (entries/exits stock two, XYL) | 33.980762 | 2024-06-28 | 133.698474 | 0.0 | 2024-07-23 | 138.294596 | 0.0 | 156.179730 | 0.034377 | Long | Closed |
| 45 | 45 | (entries/exits stock two, XYL) | 33.723446 | 2024-07-23 | 138.065282 | 0.0 | 2024-07-31 | 131.776618 | 0.0 | 212.075406 | 0.045548 | Short | Closed |
| 46 | 46 | (entries/exits stock two, XYL) | 34.330107 | 2024-07-31 | 131.571791 | 0.0 | 2024-08-02 | 128.275833 | 0.0 | -113.150578 | -0.025051 | Long | Closed |
| 47 | 47 | (entries/exits stock two, XYL) | 37.652783 | 2024-08-02 | 128.125319 | 0.0 | 2024-08-15 | 131.173710 | 0.0 | -114.780419 | -0.023792 | Short | Closed |
| 48 | 48 | (entries/exits stock two, XYL) | 41.818771 | 2024-08-15 | 131.026649 | 0.0 | 2024-09-12 | 129.849562 | 0.0 | -49.224304 | -0.008984 | Long | Closed |
| 49 | 49 | (entries/exits stock two, XYL) | 42.876117 | 2024-09-12 | 129.756919 | 0.0 | 2024-10-24 | 129.640187 | 0.0 | 5.005012 | 0.000900 | Short | Closed |
| 50 | 50 | (entries/exits stock two, XYL) | 45.988387 | 2024-10-24 | 127.928968 | 0.0 | 2024-11-21 | 123.754995 | 0.0 | -191.954269 | -0.032627 | Long | Closed |
| 51 | 51 | (entries/exits stock two, XYL) | 48.196393 | 2024-11-21 | 123.296687 | 0.0 | 2025-01-06 | 116.738252 | 0.0 | 316.092925 | 0.053192 | Short | Closed |
| 52 | 52 | (entries/exits stock two, XYL) | 45.438193 | 2025-01-06 | 115.769489 | 0.0 | 2025-01-24 | 120.230244 | 0.0 | 202.688664 | 0.038531 | Long | Closed |
| 53 | 53 | (entries/exits stock two, XYL) | 47.236943 | 2025-01-24 | 121.093274 | 0.0 | 2025-02-20 | 128.705982 | 0.0 | -359.601048 | -0.062866 | Short | Closed |
| 54 | 54 | (entries/exits stock two, XYL) | 56.704031 | 2025-02-20 | 127.529573 | 0.0 | 2025-04-03 | 112.140946 | 0.0 | -872.597184 | -0.120667 | Long | Closed |
| 55 | 55 | (entries/exits stock two, XYL) | 58.268710 | 2025-04-03 | 109.997915 | 0.0 | 2025-04-17 | 109.438679 | 0.0 | 32.586011 | 0.005084 | Short | Open |
| group | |
|---|---|
| Start | 2023-10-11 00:00:00 |
| End | 2025-09-11 00:00:00 |
| Period | 481 days 00:00:00 |
| Start Value | 10000.0 |
| End Value | 17873.861595 |
| Total Return [%] | 78.738616 |
| Max Gross Exposure [%] | 640.037481 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 15.3922 |
| Max Drawdown Duration | 100 days 00:00:00 |
| Profit Factor | 2.248437 |
| Expectancy | 16.216492 |
| Sharpe Ratio | 1.933786 |
| Calmar Ratio | 3.597862 |
| Omega Ratio | 1.362613 |
| Sortino Ratio | 3.219256 |
| Skew | 1.055102 |
| Kurtosis | 10.049112 |
| Tail Ratio | 1.250284 |
| Common Sense Ratio | 1.942679 |
| Value at Risk | -0.015386 |
| Alpha | 0.511131 |
| Beta | 0.162422 |
| Position Id | Column | Size | Entry Timestamp | Avg Entry Price | Entry Fees | Exit Timestamp | Avg Exit Price | Exit Fees | PnL | Return | Direction | Status | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | (entries/exits, TXN) | 48.332959 | 2023-11-08 | 137.971062 | 0.0 | 2023-11-20 | 147.552160 | 0.0 | 463.082816 | 0.069443 | Long | Closed |
| 1 | 1 | (entries/exits, TXN) | 48.316985 | 2023-11-20 | 147.691823 | 0.0 | 2023-11-30 | 145.096872 | 0.0 | 125.380229 | 0.017570 | Short | Closed |
| 2 | 2 | (entries/exits, TXN) | 48.679616 | 2023-11-30 | 145.128593 | 0.0 | 2023-12-14 | 160.046782 | 0.0 | 726.211712 | 0.102793 | Long | Closed |
| 3 | 3 | (entries/exits, TXN) | 52.341934 | 2023-12-14 | 160.103101 | 0.0 | 2024-01-12 | 156.982977 | 0.0 | 163.313352 | 0.019488 | Short | Closed |
| 4 | 4 | (entries/exits, TXN) | 48.523320 | 2024-01-12 | 156.627593 | 0.0 | 2024-01-19 | 164.898783 | 0.0 | 401.345635 | 0.052808 | Long | Closed |
| 5 | 5 | (entries/exits, TXN) | 50.556539 | 2024-01-19 | 164.708370 | 0.0 | 2024-01-26 | 155.970228 | 0.0 | 441.770221 | 0.053052 | Short | Closed |
| 6 | 6 | (entries/exits, TXN) | 54.161701 | 2024-01-26 | 155.781595 | 0.0 | 2024-03-01 | 162.978806 | 0.0 | 389.813204 | 0.046201 | Long | Closed |
| 7 | 7 | (entries/exits, TXN) | 59.685255 | 2024-03-01 | 163.608969 | 0.0 | 2024-04-05 | 161.253762 | 0.0 | 140.571154 | 0.014395 | Short | Closed |
| 8 | 8 | (entries/exits, TXN) | 52.463518 | 2024-04-05 | 160.333844 | 0.0 | 2024-04-29 | 171.164498 | 0.0 | 568.214203 | 0.067551 | Long | Closed |
| 9 | 9 | (entries/exits, TXN) | 56.505283 | 2024-04-29 | 173.306904 | 0.0 | 2024-06-20 | 185.678595 | 0.0 | -699.065901 | -0.071386 | Short | Closed |
| 10 | 10 | (entries/exits, TXN) | 43.834041 | 2024-06-20 | 185.931846 | 0.0 | 2024-06-28 | 187.631926 | 0.0 | 74.521378 | 0.009144 | Long | Closed |
| 11 | 11 | (entries/exits, TXN) | 48.381127 | 2024-06-28 | 188.149858 | 0.0 | 2024-07-23 | 192.045663 | 0.0 | -188.483412 | -0.020706 | Short | Closed |
| 12 | 12 | (entries/exits, TXN) | 44.027087 | 2024-07-23 | 191.307405 | 0.0 | 2024-07-31 | 197.805192 | 0.0 | 286.078639 | 0.033965 | Long | Closed |
| 13 | 13 | (entries/exits, TXN) | 46.780891 | 2024-07-31 | 197.023328 | 0.0 | 2024-08-02 | 181.987595 | 0.0 | 703.384979 | 0.076314 | Short | Closed |
| 14 | 14 | (entries/exits, TXN) | 50.633296 | 2024-08-02 | 181.878240 | 0.0 | 2024-08-15 | 195.589118 | 0.0 | 694.226951 | 0.075385 | Long | Closed |
| 15 | 15 | (entries/exits, TXN) | 57.707159 | 2024-08-15 | 196.090073 | 0.0 | 2024-09-12 | 192.417803 | 0.0 | 211.916250 | 0.018727 | Short | Closed |
| 16 | 16 | (entries/exits, TXN) | 53.501115 | 2024-09-12 | 190.581010 | 0.0 | 2024-10-24 | 200.410244 | 0.0 | 525.874986 | 0.051575 | Long | Closed |
| 17 | 17 | (entries/exits, TXN) | 62.364505 | 2024-10-24 | 200.518039 | 0.0 | 2024-11-21 | 196.312067 | 0.0 | 262.303324 | 0.020976 | Short | Closed |
| 18 | 18 | (entries/exits, TXN) | 55.340608 | 2024-11-21 | 193.071595 | 0.0 | 2025-01-06 | 187.944257 | 0.0 | -283.749994 | -0.026557 | Long | Closed |
| 19 | 19 | (entries/exits, TXN) | 57.736738 | 2025-01-06 | 187.382429 | 0.0 | 2025-01-24 | 182.771816 | 0.0 | 266.201732 | 0.024605 | Short | Closed |
| 20 | 20 | (entries/exits, TXN) | 57.775045 | 2025-01-24 | 181.144286 | 0.0 | 2025-02-20 | 199.371161 | 0.0 | 1053.058542 | 0.100621 | Long | Closed |
| 21 | 21 | (entries/exits, TXN) | 77.413685 | 2025-02-20 | 194.591858 | 0.0 | 2025-04-03 | 165.148187 | 0.0 | 2279.343037 | 0.151310 | Short | Closed |
| 22 | 22 | (entries/exits, TXN) | 83.477898 | 2025-04-03 | 159.890821 | 0.0 | 2025-05-09 | 169.074499 | 0.0 | 766.634153 | 0.057437 | Long | Closed |
| 23 | 23 | (entries/exits, TXN) | 82.969565 | 2025-05-09 | 174.702951 | 0.0 | 2025-07-23 | 189.042453 | 0.0 | -1189.742232 | -0.082079 | Short | Closed |
| 24 | 24 | (entries/exits, TXN) | 61.686483 | 2025-07-23 | 184.941704 | 0.0 | 2025-08-20 | 199.780547 | 0.0 | 915.355999 | 0.080235 | Long | Closed |
| 25 | 25 | (entries/exits, TXN) | 61.341746 | 2025-08-20 | 200.679041 | 0.0 | 2025-09-04 | 187.967865 | 0.0 | 779.725773 | 0.063341 | Short | Closed |
| 26 | 26 | (entries/exits, TXN) | 64.869651 | 2025-09-04 | 187.262518 | 0.0 | 2025-09-11 | 184.350006 | 0.0 | -188.933600 | -0.015553 | Long | Open |
| 27 | 27 | (entries/exits stock two, XYL) | 36.936757 | 2023-11-08 | 94.700400 | 0.0 | 2023-11-20 | 98.189598 | 0.0 | -128.879656 | -0.036845 | Short | Closed |
| 28 | 28 | (entries/exits stock two, XYL) | 35.937385 | 2023-11-20 | 98.244282 | 0.0 | 2023-11-30 | 102.997028 | 0.0 | 170.801274 | 0.048377 | Long | Closed |
| 29 | 29 | (entries/exits stock two, XYL) | 35.656244 | 2023-11-30 | 103.068125 | 0.0 | 2023-12-14 | 108.599136 | 0.0 | -197.215068 | -0.053664 | Short | Closed |
| 30 | 30 | (entries/exits stock two, XYL) | 37.795559 | 2023-12-14 | 108.769936 | 0.0 | 2024-01-12 | 109.584223 | 0.0 | 30.776446 | 0.007486 | Long | Closed |
| 31 | 31 | (entries/exits stock two, XYL) | 35.564253 | 2024-01-12 | 109.491493 | 0.0 | 2024-01-19 | 109.650359 | 0.0 | -5.649931 | -0.001451 | Short | Closed |
| 32 | 32 | (entries/exits stock two, XYL) | 37.344757 | 2024-01-19 | 109.649830 | 0.0 | 2024-01-26 | 110.174141 | 0.0 | 19.580270 | 0.004782 | Long | Closed |
| 33 | 33 | (entries/exits stock two, XYL) | 40.139268 | 2024-01-26 | 110.705292 | 0.0 | 2024-03-01 | 124.239363 | 0.0 | -543.247734 | -0.122253 | Short | Closed |
| 34 | 34 | (entries/exits stock two, XYL) | 36.387623 | 2024-03-01 | 125.734381 | 0.0 | 2024-04-05 | 126.121585 | 0.0 | 14.089459 | 0.003080 | Long | Closed |
| 35 | 35 | (entries/exits stock two, XYL) | 35.409321 | 2024-04-05 | 126.148215 | 0.0 | 2024-04-29 | 130.033784 | 0.0 | -137.585347 | -0.030802 | Short | Closed |
| 36 | 36 | (entries/exits stock two, XYL) | 38.019495 | 2024-04-29 | 131.124410 | 0.0 | 2024-06-20 | 137.506181 | 0.0 | 242.631738 | 0.048670 | Long | Closed |
| 37 | 37 | (entries/exits stock two, XYL) | 31.017599 | 2024-06-20 | 137.175147 | 0.0 | 2024-06-28 | 133.683451 | 0.0 | 108.304040 | 0.025454 | Short | Closed |
| 38 | 38 | (entries/exits stock two, XYL) | 33.691831 | 2024-06-28 | 133.698115 | 0.0 | 2024-07-23 | 138.304282 | 0.0 | 155.190189 | 0.034452 | Long | Closed |
| 39 | 39 | (entries/exits stock two, XYL) | 33.585548 | 2024-07-23 | 138.057198 | 0.0 | 2024-07-31 | 131.782725 | 0.0 | 210.731601 | 0.045448 | Short | Closed |
| 40 | 40 | (entries/exits stock two, XYL) | 34.117840 | 2024-07-31 | 131.571937 | 0.0 | 2024-08-02 | 128.275833 | 0.0 | -112.455939 | -0.025052 | Long | Closed |
| 41 | 41 | (entries/exits stock two, XYL) | 37.367239 | 2024-08-02 | 128.124194 | 0.0 | 2024-08-15 | 131.174902 | 0.0 | -113.996546 | -0.023811 | Short | Closed |
| 42 | 42 | (entries/exits stock two, XYL) | 41.314010 | 2024-08-15 | 131.032174 | 0.0 | 2024-09-12 | 129.841108 | 0.0 | -49.207703 | -0.009090 | Long | Closed |
| 43 | 43 | (entries/exits stock two, XYL) | 42.488587 | 2024-09-12 | 129.758547 | 0.0 | 2024-10-24 | 129.645275 | 0.0 | 4.812737 | 0.000873 | Short | Closed |
| 44 | 44 | (entries/exits stock two, XYL) | 45.331377 | 2024-10-24 | 127.955442 | 0.0 | 2024-11-21 | 123.758040 | 0.0 | -190.274024 | -0.032804 | Long | Closed |
| 45 | 45 | (entries/exits stock two, XYL) | 47.773238 | 2024-11-21 | 123.289384 | 0.0 | 2025-01-06 | 116.744474 | 0.0 | 312.671534 | 0.053086 | Short | Closed |
| 46 | 46 | (entries/exits stock two, XYL) | 44.950611 | 2025-01-06 | 115.769944 | 0.0 | 2025-01-24 | 120.236424 | 0.0 | 200.771002 | 0.038581 | Long | Closed |
| 47 | 47 | (entries/exits stock two, XYL) | 46.746594 | 2025-01-24 | 121.087895 | 0.0 | 2025-02-20 | 128.710156 | 0.0 | -356.314727 | -0.062948 | Short | Closed |
| 48 | 48 | (entries/exits stock two, XYL) | 55.604217 | 2025-02-20 | 127.560557 | 0.0 | 2025-04-03 | 112.101903 | 0.0 | -859.566320 | -0.121187 | Long | Closed |
| 49 | 49 | (entries/exits stock two, XYL) | 60.364088 | 2025-04-03 | 110.338744 | 0.0 | 2025-05-09 | 119.989198 | 0.0 | -582.540889 | -0.087462 | Short | Closed |
| 50 | 50 | (entries/exits stock two, XYL) | 56.963275 | 2025-05-09 | 122.709693 | 0.0 | 2025-07-23 | 130.230959 | 0.0 | 428.435948 | 0.061293 | Long | Closed |
| 51 | 51 | (entries/exits stock two, XYL) | 49.157495 | 2025-07-23 | 132.326517 | 0.0 | 2025-08-20 | 141.749918 | 0.0 | -463.230794 | -0.071213 | Short | Closed |
| 52 | 52 | (entries/exits stock two, XYL) | 43.948825 | 2025-08-20 | 141.439666 | 0.0 | 2025-09-04 | 141.996054 | 0.0 | 24.452570 | 0.003934 | Long | Closed |
| 53 | 53 | (entries/exits stock two, XYL) | 44.599750 | 2025-09-04 | 141.828309 | 0.0 | 2025-09-11 | 141.773952 | 0.0 | 2.424337 | 0.000383 | Short | Open |